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% | 102.64 % | 103.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'491 CHF | 258'541 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'324 CHF | 258'374 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'352 CHF | 258'402 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.47 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'265 CHF | 258'315 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'284 CHF | 258'334 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'890 CHF | 257'940 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.30 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'721 CHF | 257'771 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'338 CHF | 257'388 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'500 CHF | 256'550 CHF | 99.05% | 99.05% |
02.05.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'774 CHF | 255'818 CHF | 100.00% | 100.00% |