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% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'643 CHF | 252'660 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'813 CHF | 252'836 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'887 CHF | 249'889 CHF | 90.23% | 90.23% |
13.05.2024 | 0.81% | 98.05 % | 98.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'585 CHF | 246'585 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 97.84 % | 98.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'519 CHF | 248'519 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'623 CHF | 250'623 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'649 CHF | 250'649 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'574 CHF | 249'574 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.62 % | 99.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'743 CHF | 248'743 CHF | 99.72% | 99.72% |
02.05.2024 | 0.81% | 97.99 % | 98.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'016 CHF | 247'016 CHF | 100.00% | 100.00% |