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% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'409 CHF | 257'459 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'982 CHF | 257'032 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'762 CHF | 255'805 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'992 CHF | 256'042 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'724 CHF | 256'774 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'997 CHF | 256'043 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'560 CHF | 255'594 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'447 CHF | 255'474 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'530 CHF | 255'563 CHF | 99.09% | 99.09% |
02.05.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'345 CHF | 255'373 CHF | 100.00% | 100.00% |