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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'459 CHF | 254'484 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'267 CHF | 254'292 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'052 CHF | 254'077 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'848 CHF | 253'873 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'638 CHF | 253'663 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'067 CHF | 253'092 CHF | 98.81% | 100.00% |
06.05.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'851 CHF | 252'876 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'525 CHF | 252'534 CHF | 99.84% | 99.84% |
02.05.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'462 CHF | 252'472 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'748 CHF | 252'773 CHF | 100.00% | 100.00% |