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% | 102.95 % | 103.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'148 CHF | 259'223 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'411 CHF | 258'461 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.42 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'784 CHF | 257'834 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.43 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'149 CHF | 258'199 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.45 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'194 CHF | 258'244 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.30 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'574 CHF | 257'624 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'985 CHF | 257'035 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'297 CHF | 256'347 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'524 CHF | 255'555 CHF | 99.42% | 99.42% |
02.05.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'716 CHF | 255'759 CHF | 100.00% | 100.00% |