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% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'266 CHF | 255'291 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'050 CHF | 255'075 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'880 CHF | 254'905 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'855 CHF | 254'880 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'899 CHF | 254'924 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'767 CHF | 254'792 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'735 CHF | 254'760 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'344 CHF | 254'369 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'998 CHF | 254'023 CHF | 99.06% | 99.06% |
02.05.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'638 CHF | 253'663 CHF | 100.00% | 100.00% |