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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'921 CHF | 257'971 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 102.30 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'733 CHF | 257'783 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.27 % | 103.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'739 CHF | 257'789 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'210 CHF | 257'260 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'881 CHF | 256'931 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'494 CHF | 256'544 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'705 CHF | 255'746 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'489 CHF | 255'515 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'938 CHF | 254'963 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'897 CHF | 254'929 CHF | 98.83% | 98.83% |