Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'552 CHF | 254'577 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'605 CHF | 253'630 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'279 CHF | 253'304 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'557 CHF | 253'582 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'547 CHF | 253'572 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'013 CHF | 253'038 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'671 CHF | 252'696 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'605 CHF | 252'626 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'347 CHF | 252'347 CHF | 99.56% | 99.56% |
02.05.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'440 CHF | 252'444 CHF | 100.00% | 100.00% |