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% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'877 CHF | 252'902 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'856 CHF | 252'881 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'765 CHF | 252'790 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'633 CHF | 252'654 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'625 CHF | 252'644 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'941 CHF | 251'941 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'784 CHF | 251'784 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.90 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'668 CHF | 251'668 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'990 CHF | 250'990 CHF | 99.37% | 99.37% |
02.05.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'829 CHF | 250'829 CHF | 100.00% | 100.00% |