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% | 102.16 % | 102.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'338 CHF | 257'388 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'266 CHF | 257'316 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'335 CHF | 257'385 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'227 CHF | 257'277 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'280 CHF | 257'330 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'668 CHF | 256'718 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.80 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'730 CHF | 256'780 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'461 CHF | 256'511 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'163 CHF | 256'213 CHF | 99.05% | 99.05% |
02.05.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'053 CHF | 256'100 CHF | 100.00% | 100.00% |