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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'618 CHF | 255'653 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'020 CHF | 255'045 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'680 CHF | 254'705 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'134 CHF | 254'159 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'476 CHF | 252'486 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 230'000 | 250'000 | 233'789 | 250'842 CHF | 236'456 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'035 CHF | 248'035 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 97.92 % | 98.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'505 CHF | 246'505 CHF | 99.06% | 99.06% |
02.05.2024 | 0.82% | 96.93 % | 97.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'857 CHF | 244'857 CHF | 100.00% | 100.00% |
30.04.2024 | 0.82% | 97.00 % | 97.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'256 CHF | 245'256 CHF | 100.00% | 100.00% |