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% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'671 CHF | 254'696 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 236'000 | 250'000 | 249'193 | 251'655 CHF | 252'861 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'658 CHF | 253'683 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'479 CHF | 253'504 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 210'000 | 250'000 | 221'687 | 251'364 CHF | 224'695 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'332 CHF | 253'357 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'702 CHF | 252'726 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'657 CHF | 252'676 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'644 CHF | 251'644 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.68 % | 100.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'176 CHF | 251'176 CHF | 99.66% | 99.66% |