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% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'355 CHF | 254'380 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'263 CHF | 254'288 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'068 CHF | 254'093 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'012 CHF | 254'037 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'991 CHF | 254'016 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'928 CHF | 253'953 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'706 CHF | 253'731 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'485 CHF | 253'510 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'398 CHF | 253'423 CHF | 99.80% | 99.80% |
02.05.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'026 CHF | 253'051 CHF | 100.00% | 100.00% |