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% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'439 CHF | 254'464 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'823 CHF | 253'848 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'599 CHF | 252'619 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'672 CHF | 252'692 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'258 CHF | 253'283 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'688 CHF | 252'705 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'217 CHF | 252'217 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'075 CHF | 252'077 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'400 CHF | 252'408 CHF | 99.53% | 99.53% |
02.05.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'588 CHF | 251'588 CHF | 100.00% | 100.00% |