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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'132 CHF | 252'133 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.83 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'417 CHF | 251'417 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'522 CHF | 254'547 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'934 CHF | 253'959 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'748 CHF | 253'773 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'352 CHF | 253'378 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'240 CHF | 252'241 CHF | 98.83% | 98.83% |
02.05.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'144 CHF | 252'150 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'012 CHF | 252'019 CHF | 100.00% | 100.00% |
29.04.2024 | 0.80% | 99.12 % | 99.92 % | 250'000 | 230'000 | 250'000 | 233'430 | 247'585 CHF | 233'046 CHF | 100.00% | 100.00% |