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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 102.42 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'116 CHF | 258'166 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'284 CHF | 258'334 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'997 CHF | 258'047 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'655 CHF | 257'705 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.13 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'304 CHF | 257'354 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'798 CHF | 256'847 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'057 CHF | 254'082 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'210 CHF | 252'215 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'897 CHF | 251'897 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.65 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'421 CHF | 251'421 CHF | 99.34% | 99.34% |