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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'213 CHF | 254'238 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 100'000 | 250'000 | 235'162 | 252'474 CHF | 239'411 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'877 CHF | 252'902 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'032 CHF | 252'032 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'108 CHF | 253'133 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'376 CHF | 253'401 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'997 CHF | 251'997 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'053 CHF | 251'053 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'826 CHF | 249'826 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'201 CHF | 248'201 CHF | 98.76% | 98.76% |