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% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'786 CHF | 255'836 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'770 CHF | 255'815 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'908 CHF | 255'956 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'738 CHF | 255'785 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'922 CHF | 255'972 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'111 CHF | 255'136 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'209 CHF | 255'234 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'138 CHF | 255'163 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'822 CHF | 254'847 CHF | 98.73% | 98.73% |
02.05.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'775 CHF | 254'800 CHF | 100.00% | 100.00% |