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% | 114.67 % | 115.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 285'500 CHF | 287'795 CHF | 98.85% | 98.85% |
15.05.2024 | 0.80% | 111.62 % | 112.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 279'152 CHF | 281'402 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 111.13 % | 112.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'420 CHF | 278'643 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 112.03 % | 112.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'604 CHF | 282'857 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 112.63 % | 113.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 281'368 CHF | 283'622 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 111.13 % | 112.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'444 CHF | 279'669 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 110.35 % | 111.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 274'356 CHF | 276'557 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 108.36 % | 109.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'080 CHF | 272'252 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 105.99 % | 106.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'453 CHF | 267'584 CHF | 99.16% | 99.16% |
02.05.2024 | 0.80% | 105.66 % | 106.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'430 CHF | 267'559 CHF | 100.00% | 100.00% |