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% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'806 CHF | 253'831 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'269 CHF | 253'291 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.93 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'882 CHF | 251'882 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'572 CHF | 250'572 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'452 CHF | 250'452 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 98.62 % | 99.42 % | 250'000 | 200'000 | 250'000 | 224'989 | 246'229 CHF | 223'420 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'112 CHF | 248'112 CHF | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.64 % | 98.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'356 CHF | 246'356 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.59 % | 98.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'093 CHF | 246'093 CHF | 98.94% | 98.94% |
02.05.2024 | 0.82% | 97.38 % | 98.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'286 CHF | 245'286 CHF | 100.00% | 100.00% |