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% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'913 CHF | 253'938 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'635 CHF | 253'660 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'051 CHF | 253'076 CHF | 99.89% | 99.89% |
13.05.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'078 CHF | 253'103 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'289 CHF | 253'314 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'999 CHF | 253'024 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'843 CHF | 252'863 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.75 % | 100.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'211 CHF | 251'211 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'472 CHF | 250'472 CHF | 99.48% | 99.48% |
02.05.2024 | 0.81% | 98.91 % | 99.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'281 CHF | 249'281 CHF | 100.00% | 100.00% |