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 | 0.78% | 102.26 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'753 CHF | 257'753 CHF | 100.00% | 100.00% |
15.05.2024 | 0.78% | 102.14 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'903 CHF | 256'903 CHF | 100.00% | 100.00% |
14.05.2024 | 0.78% | 101.78 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'185 CHF | 256'185 CHF | 100.00% | 100.00% |
13.05.2024 | 0.78% | 101.67 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'150 CHF | 256'150 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 101.58 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'835 CHF | 255'835 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 101.16 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'807 CHF | 254'807 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 100.98 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'054 CHF | 254'054 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 100.48 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'302 CHF | 253'302 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.34 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'782 CHF | 252'782 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'741 CHF | 252'741 CHF | 100.00% | 100.00% |