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% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'202 CHF | 256'252 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'336 CHF | 256'386 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'276 CHF | 256'326 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'149 CHF | 256'199 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'142 CHF | 256'192 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'390 CHF | 255'415 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'437 CHF | 255'462 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'368 CHF | 255'393 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'649 CHF | 254'674 CHF | 99.05% | 99.05% |
02.05.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'451 CHF | 254'476 CHF | 100.00% | 100.00% |