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% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'109 CHF | 257'159 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'405 CHF | 255'433 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'910 CHF | 254'935 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.17 % | 101.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'192 CHF | 254'217 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'911 CHF | 252'936 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'358 CHF | 253'383 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'350 CHF | 252'355 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'360 CHF | 251'360 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'595 CHF | 250'595 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'358 CHF | 249'358 CHF | 99.60% | 99.60% |