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% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'357 CHF | 254'382 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'170 CHF | 255'195 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'129 CHF | 255'154 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'555 CHF | 253'580 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'841 CHF | 252'866 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'344 CHF | 252'354 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'868 CHF | 252'889 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'363 CHF | 252'370 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'233 CHF | 251'233 CHF | 99.09% | 99.09% |
02.05.2024 | 0.80% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'271 CHF | 250'271 CHF | 100.00% | 100.00% |