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% | 128.71 % | 129.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 322'172 CHF | 324'760 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 129.01 % | 130.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 321'055 CHF | 323'636 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 126.46 % | 127.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 317'072 CHF | 319'617 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 127.29 % | 128.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 318'717 CHF | 321'270 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 127.86 % | 128.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 320'108 CHF | 322'683 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 127.40 % | 128.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 319'209 CHF | 321'777 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 127.29 % | 128.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 317'673 CHF | 320'223 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 126.78 % | 127.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 317'733 CHF | 320'283 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 127.20 % | 128.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 317'814 CHF | 320'364 CHF | 99.27% | 99.27% |
02.05.2024 | 0.80% | 126.38 % | 127.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 316'881 CHF | 319'429 CHF | 100.00% | 100.00% |