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% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'365 CHF | 252'374 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'008 CHF | 251'008 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'143 CHF | 249'143 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 98.26 % | 99.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'102 CHF | 249'102 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 98.48 % | 99.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'604 CHF | 253'633 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'159 CHF | 256'209 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'870 CHF | 255'915 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.47 % | 102.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'538 CHF | 255'571 CHF | 99.32% | 99.32% |
02.05.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'042 CHF | 255'067 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'987 CHF | 255'012 CHF | 100.00% | 100.00% |