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% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'852 CHF | 258'927 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.71 % | 103.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'667 CHF | 258'717 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'568 CHF | 258'618 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'376 CHF | 258'426 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'612 CHF | 258'662 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.46 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'081 CHF | 258'131 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'973 CHF | 258'023 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'710 CHF | 257'760 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'631 CHF | 257'681 CHF | 99.48% | 99.48% |
02.05.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'407 CHF | 257'457 CHF | 100.00% | 100.00% |