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% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'488 CHF | 252'501 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'191 CHF | 252'193 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.46 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'856 CHF | 250'856 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.57 % | 100.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'035 CHF | 251'035 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'096 CHF | 251'096 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'623 CHF | 250'623 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'011 CHF | 250'011 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 98.98 % | 99.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'715 CHF | 249'715 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.07 % | 99.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'546 CHF | 249'546 CHF | 99.67% | 99.67% |
02.05.2024 | 0.81% | 98.66 % | 99.46 % | 250'000 | 240'000 | 250'000 | 243'648 | 246'955 CHF | 242'629 CHF | 100.00% | 100.00% |