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 | 0.47% | 105.15 % | 105.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'929 CHF | 264'179 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 105.17 % | 105.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'733 CHF | 263'983 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 104.82 % | 105.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'231 CHF | 263'481 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 104.83 % | 105.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'288 CHF | 263'538 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 104.96 % | 105.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'446 CHF | 263'696 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 104.89 % | 105.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'274 CHF | 263'524 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 104.82 % | 105.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'992 CHF | 263'242 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 104.76 % | 105.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'962 CHF | 263'212 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 104.75 % | 105.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'917 CHF | 263'167 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 104.67 % | 105.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'778 CHF | 263'028 CHF | 100.00% | 100.00% |