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% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'408 CHF | 257'458 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'341 CHF | 257'391 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'225 CHF | 257'275 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'187 CHF | 257'237 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'956 CHF | 257'006 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'819 CHF | 256'869 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'489 CHF | 256'539 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'334 CHF | 256'384 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.75 % | 102.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'323 CHF | 256'373 CHF | 98.95% | 98.95% |
02.05.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'103 CHF | 256'153 CHF | 100.00% | 100.00% |