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% | 103.29 % | 104.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'291 CHF | 260'366 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 103.30 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'148 CHF | 260'223 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 103.17 % | 104.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'939 CHF | 260'014 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 103.16 % | 103.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'966 CHF | 260'041 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 103.26 % | 104.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'038 CHF | 260'113 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 103.05 % | 103.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'587 CHF | 259'662 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 103.10 % | 103.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'606 CHF | 259'681 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.75 % | 103.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'718 CHF | 258'779 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'897 CHF | 257'947 CHF | 99.18% | 99.18% |
02.05.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'047 CHF | 258'097 CHF | 100.00% | 100.00% |