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% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'255 CHF | 257'305 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'722 CHF | 256'772 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'697 CHF | 255'734 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'671 CHF | 255'707 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'093 CHF | 256'143 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'484 CHF | 255'517 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'124 CHF | 255'149 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'215 CHF | 253'240 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'792 CHF | 251'799 CHF | 98.86% | 98.86% |
02.05.2024 | 0.80% | 99.07 % | 99.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'727 CHF | 249'727 CHF | 100.00% | 100.00% |