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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'856 CHF | 254'881 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'558 CHF | 254'584 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'324 CHF | 254'349 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'684 CHF | 251'685 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.78 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'317 CHF | 252'327 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'577 CHF | 250'577 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 98.95 % | 99.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'572 CHF | 249'572 CHF | 99.16% | 99.16% |
02.05.2024 | 0.81% | 98.72 % | 99.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'913 CHF | 248'913 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 98.67 % | 99.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'627 CHF | 249'627 CHF | 100.00% | 100.00% |
29.04.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'368 CHF | 248'368 CHF | 100.00% | 100.00% |