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% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'077 CHF | 254'102 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'121 CHF | 253'146 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'884 CHF | 252'909 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'729 CHF | 253'754 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'014 CHF | 254'039 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'385 CHF | 253'410 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'762 CHF | 252'784 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'850 CHF | 251'850 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'943 CHF | 250'943 CHF | 99.39% | 99.39% |
02.05.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'987 CHF | 250'987 CHF | 100.00% | 100.00% |