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% | 102.75 % | 103.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'576 CHF | 258'634 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.51 % | 103.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'291 CHF | 258'341 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.51 % | 103.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'534 CHF | 257'584 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'829 CHF | 255'871 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'687 CHF | 256'737 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'206 CHF | 256'256 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'343 CHF | 255'369 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'799 CHF | 254'824 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'365 CHF | 253'389 CHF | 99.19% | 99.19% |
02.05.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'966 CHF | 251'968 CHF | 100.00% | 100.00% |