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% | 103.49 % | 104.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'725 CHF | 260'800 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 103.47 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'707 CHF | 260'782 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 103.45 % | 104.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'636 CHF | 260'712 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 103.38 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'512 CHF | 260'587 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 103.45 % | 104.28 % | 230'000 | 250'000 | 230'279 | 250'000 | 238'141 CHF | 260'611 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'103 CHF | 259'176 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'533 CHF | 258'588 CHF | 99.51% | 99.51% |
02.05.2024 | 0.80% | 102.48 % | 103.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'692 CHF | 258'756 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 102.68 % | 103.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'843 CHF | 258'904 CHF | 100.00% | 100.00% |
29.04.2024 | 0.80% | 102.88 % | 103.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'164 CHF | 259'239 CHF | 100.00% | 100.00% |