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 | 0.48% | 104.38 % | 104.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'992 CHF | 262'242 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 104.45 % | 104.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'024 CHF | 262'274 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 104.30 % | 104.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'568 CHF | 261'818 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 104.22 % | 104.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'598 CHF | 261'848 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 104.07 % | 104.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'019 CHF | 261'269 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 103.84 % | 104.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'781 CHF | 261'031 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 104.11 % | 104.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'306 CHF | 261'556 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 103.17 % | 103.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'663 CHF | 258'913 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 102.83 % | 103.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'832 CHF | 258'082 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 102.52 % | 103.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'410 CHF | 257'660 CHF | 100.00% | 100.00% |