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% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'994 CHF | 257'044 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'194 CHF | 256'244 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'348 CHF | 252'366 CHF | 99.14% | 99.14% |
13.05.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'771 CHF | 248'771 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'987 CHF | 249'987 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'633 CHF | 252'653 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'358 CHF | 252'363 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'079 CHF | 252'079 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'375 CHF | 251'375 CHF | 99.70% | 99.70% |
02.05.2024 | 0.80% | 99.07 % | 99.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'810 CHF | 249'810 CHF | 100.00% | 100.00% |