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% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'741 CHF | 254'766 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'713 CHF | 254'738 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'255 CHF | 255'280 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'539 CHF | 253'564 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'332 CHF | 253'353 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'363 CHF | 254'388 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'658 CHF | 253'677 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'795 CHF | 252'812 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'179 CHF | 252'183 CHF | 99.47% | 99.47% |
02.05.2024 | 0.80% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'399 CHF | 250'399 CHF | 100.00% | 100.00% |