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% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'472 CHF | 255'504 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'028 CHF | 255'053 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'285 CHF | 254'310 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'141 CHF | 253'166 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'689 CHF | 253'714 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'044 CHF | 253'069 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'124 CHF | 252'125 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.71 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'850 CHF | 250'850 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 98.91 % | 99.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'497 CHF | 249'497 CHF | 99.19% | 99.19% |
02.05.2024 | 0.81% | 98.55 % | 99.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'978 CHF | 247'978 CHF | 100.00% | 100.00% |