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% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'207 CHF | 257'257 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'922 CHF | 256'972 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.87 % | 102.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'489 CHF | 256'539 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'380 CHF | 256'430 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'535 CHF | 256'585 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'730 CHF | 255'779 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'583 CHF | 255'618 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'832 CHF | 254'857 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'206 CHF | 254'231 CHF | 99.15% | 99.15% |
02.05.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'545 CHF | 254'570 CHF | 100.00% | 100.00% |