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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 245'000 | 250'000 | 248'363 | 256'740 CHF | 257'105 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 102.57 % | 103.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'579 CHF | 258'630 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.58 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'098 CHF | 258'148 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'472 CHF | 257'522 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'555 CHF | 257'605 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.13 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'901 CHF | 256'951 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'274 CHF | 256'324 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'659 CHF | 256'709 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'294 CHF | 253'319 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'911 CHF | 251'911 CHF | 98.80% | 98.80% |