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% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'259 CHF | 253'284 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'182 CHF | 253'207 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 245'000 | 250'000 | 246'385 | 250'656 CHF | 249'019 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'666 CHF | 252'683 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'684 CHF | 252'704 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'896 CHF | 251'896 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'352 CHF | 252'354 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.55 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'607 CHF | 250'607 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'933 CHF | 249'933 CHF | 98.72% | 98.72% |
02.05.2024 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'640 CHF | 248'640 CHF | 100.00% | 100.00% |