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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.46% | 107.59 % | 108.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'975 CHF | 270'225 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 107.58 % | 108.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'950 CHF | 270'200 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 107.58 % | 108.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'932 CHF | 270'182 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 107.56 % | 108.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'924 CHF | 270'174 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 107.55 % | 108.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'875 CHF | 270'125 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 107.53 % | 108.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'843 CHF | 270'093 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 107.52 % | 108.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'685 CHF | 269'935 CHF | 100.00% | 100.00% |
02.05.2024 | 0.46% | 107.40 % | 107.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'570 CHF | 269'820 CHF | 100.00% | 100.00% |
30.04.2024 | 0.46% | 107.42 % | 107.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'464 CHF | 269'714 CHF | 100.00% | 100.00% |
29.04.2024 | 0.46% | 107.42 % | 107.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'536 CHF | 269'786 CHF | 100.00% | 100.00% |