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% | 102.23 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'089 CHF | 257'139 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'509 CHF | 257'559 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.34 % | 103.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'071 CHF | 256'118 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'774 CHF | 253'798 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'404 CHF | 253'425 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'084 CHF | 253'102 CHF | 99.99% | 99.99% |
07.05.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'693 CHF | 255'730 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'214 CHF | 255'242 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'359 CHF | 253'383 CHF | 99.84% | 99.84% |
02.05.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'350 CHF | 253'371 CHF | 100.00% | 100.00% |