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% | 103.61 % | 104.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'956 CHF | 261'031 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 103.52 % | 104.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'406 CHF | 260'481 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 103.25 % | 104.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'232 CHF | 260'307 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'740 CHF | 258'794 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'614 CHF | 258'669 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.51 % | 103.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'378 CHF | 258'428 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.47 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'887 CHF | 257'937 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'623 CHF | 257'673 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'383 CHF | 257'433 CHF | 99.64% | 99.64% |
02.05.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'141 CHF | 257'191 CHF | 100.00% | 100.00% |