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% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'500 CHF | 255'525 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'407 CHF | 255'432 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'307 CHF | 255'332 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'303 CHF | 255'328 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'232 CHF | 255'257 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'210 CHF | 255'235 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'153 CHF | 255'178 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'120 CHF | 255'145 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'909 CHF | 254'934 CHF | 99.51% | 99.51% |
02.05.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'520 CHF | 254'545 CHF | 100.00% | 100.00% |