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% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'447 CHF | 257'497 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'164 CHF | 257'214 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'117 CHF | 257'167 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'156 CHF | 257'206 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'089 CHF | 257'139 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'924 CHF | 256'974 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'812 CHF | 256'862 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'655 CHF | 256'705 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'967 CHF | 256'015 CHF | 99.20% | 99.20% |
02.05.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'865 CHF | 255'915 CHF | 100.00% | 100.00% |