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% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'037 CHF | 252'039 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'331 CHF | 251'331 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'367 CHF | 251'367 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'657 CHF | 250'657 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 225'000 | 250'000 | 249'382 | 248'357 CHF | 249'738 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.25 % | 99.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'721 CHF | 247'721 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'029 CHF | 248'029 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'875 CHF | 248'875 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.37 % | 99.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'380 CHF | 248'380 CHF | 99.81% | 99.81% |
02.05.2024 | 0.82% | 98.30 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'371 CHF | 245'371 CHF | 100.00% | 100.00% |