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% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'600 CHF | 253'625 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'575 CHF | 253'600 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'550 CHF | 253'575 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'525 CHF | 253'550 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'525 CHF | 253'550 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'450 CHF | 253'475 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'425 CHF | 253'450 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'375 CHF | 253'400 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'340 CHF | 253'365 CHF | 99.94% | 99.94% |
02.05.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'325 CHF | 253'350 CHF | 100.00% | 100.00% |