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% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'548 CHF | 253'573 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'403 CHF | 252'408 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'393 CHF | 252'408 CHF | 65.10% | 65.10% |
13.05.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'391 CHF | 252'396 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'254 CHF | 251'254 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'938 CHF | 249'938 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.32 % | 100.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'645 CHF | 249'645 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'092 CHF | 251'092 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'918 CHF | 249'918 CHF | 61.89% | 61.89% |
02.05.2024 | 0.82% | 98.67 % | 99.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'092 CHF | 246'092 CHF | 100.00% | 100.00% |