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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.80% | 99.06 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'486 CHF | 250'486 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'652 CHF | 251'655 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'649 CHF | 253'674 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'876 CHF | 256'926 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'558 CHF | 258'615 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'029 CHF | 258'080 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'342 CHF | 257'392 CHF | 98.89% | 98.89% |
02.05.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'416 CHF | 257'466 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 102.75 % | 103.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'732 CHF | 258'792 CHF | 100.00% | 100.00% |
29.04.2024 | 0.80% | 103.13 % | 103.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'693 CHF | 259'768 CHF | 100.00% | 100.00% |