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% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'277 CHF | 259'348 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'472 CHF | 257'524 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'244 CHF | 255'276 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'701 CHF | 256'751 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'540 CHF | 257'590 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'749 CHF | 255'793 CHF | 99.99% | 99.99% |
07.05.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'425 CHF | 258'481 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.86 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'960 CHF | 259'025 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'898 CHF | 254'928 CHF | 99.63% | 99.63% |
02.05.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'844 CHF | 252'861 CHF | 100.00% | 100.00% |