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 | 0.69% | 101.23 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'149 CHF | 254'899 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 101.22 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'010 CHF | 254'760 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 101.15 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'891 CHF | 254'641 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 101.17 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'035 CHF | 254'785 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 101.21 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'377 CHF | 255'127 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 101.27 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'192 CHF | 254'942 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 101.23 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'845 CHF | 254'595 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 101.03 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'436 CHF | 254'186 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 100.80 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'624 CHF | 253'374 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 100.41 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'141 CHF | 252'891 CHF | 100.00% | 100.00% |