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% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'211 CHF | 254'236 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'354 CHF | 252'356 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'548 CHF | 251'548 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'062 CHF | 252'062 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'187 CHF | 252'189 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.75 % | 100.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'400 CHF | 251'400 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'783 CHF | 250'783 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.36 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'142 CHF | 250'142 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'492 CHF | 248'492 CHF | 99.20% | 99.20% |
02.05.2024 | 0.81% | 97.97 % | 98.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'699 CHF | 248'699 CHF | 100.00% | 100.00% |