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% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'582 CHF | 254'607 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'940 CHF | 253'965 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'989 CHF | 253'014 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'885 CHF | 252'910 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'176 CHF | 252'178 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'415 CHF | 252'419 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.92 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'324 CHF | 251'324 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.54 % | 100.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'262 CHF | 251'262 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'698 CHF | 250'698 CHF | 98.99% | 98.99% |
02.05.2024 | 0.80% | 101.80 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'404 CHF | 257'454 CHF | 100.00% | 100.00% |