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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'543 CHF | 253'568 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'297 CHF | 253'322 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'903 CHF | 252'928 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'676 CHF | 253'701 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'252 CHF | 253'277 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'840 CHF | 252'865 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'710 CHF | 252'735 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'028 CHF | 252'028 CHF | 99.73% | 99.73% |
02.05.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'836 CHF | 251'836 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 99.82 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'989 CHF | 251'989 CHF | 100.00% | 100.00% |