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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.80% | 103.28 % | 104.11 % | 235'000 | 250'000 | 245'679 | 250'000 | 253'433 CHF | 259'969 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 103.38 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'501 CHF | 260'576 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'580 CHF | 260'655 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 103.19 % | 104.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'822 CHF | 259'897 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 103.02 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'263 CHF | 259'338 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'711 CHF | 258'770 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'951 CHF | 258'001 CHF | 99.83% | 99.83% |
02.05.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'782 CHF | 257'832 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 102.47 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'167 CHF | 258'217 CHF | 100.00% | 100.00% |
29.04.2024 | 0.80% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'364 CHF | 258'414 CHF | 100.00% | 100.00% |