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 | 0.49% | 102.28 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'215 CHF | 256'465 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 101.76 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'472 CHF | 255'722 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 101.66 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'846 CHF | 255'096 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 101.54 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'001 CHF | 255'251 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 101.56 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'981 CHF | 255'231 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 101.08 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'791 CHF | 254'041 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 101.22 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'056 CHF | 254'306 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 100.62 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'558 CHF | 252'808 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.10 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'140 CHF | 252'390 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 99.81 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'869 CHF | 251'119 CHF | 100.00% | 100.00% |