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% | 103.10 % | 103.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'773 CHF | 259'848 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 103.04 % | 103.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'601 CHF | 259'676 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.92 % | 103.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'335 CHF | 259'410 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'160 CHF | 259'235 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.73 % | 103.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'877 CHF | 258'952 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.42 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'138 CHF | 258'188 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'953 CHF | 258'003 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.17 % | 102.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'261 CHF | 257'311 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'233 CHF | 257'283 CHF | 98.83% | 98.83% |
02.05.2024 | 0.80% | 102.14 % | 102.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'310 CHF | 257'360 CHF | 100.00% | 100.00% |