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% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'407 CHF | 254'432 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'586 CHF | 254'611 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'679 CHF | 253'704 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'198 CHF | 253'223 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'930 CHF | 252'955 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'451 CHF | 253'476 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'051 CHF | 253'076 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'914 CHF | 252'939 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'167 CHF | 252'167 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.70 % | 100.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'993 CHF | 250'993 CHF | 99.83% | 99.83% |