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% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'942 CHF | 253'967 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'546 CHF | 253'571 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'748 CHF | 253'773 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'437 CHF | 253'462 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'191 CHF | 253'216 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'577 CHF | 253'602 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'394 CHF | 252'399 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'373 CHF | 253'398 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'707 CHF | 252'730 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'301 CHF | 252'303 CHF | 98.76% | 98.76% |