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% | 105.34 % | 106.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'281 CHF | 265'406 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 105.28 % | 106.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'988 CHF | 265'098 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 104.89 % | 105.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'645 CHF | 264'747 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 105.22 % | 106.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'899 CHF | 265'004 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 107.54 % | 108.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'829 CHF | 269'980 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 107.39 % | 108.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'779 CHF | 270'929 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 106.98 % | 107.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'647 CHF | 269'797 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 107.10 % | 107.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'378 CHF | 270'528 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 106.91 % | 107.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'965 CHF | 270'114 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 107.55 % | 108.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'541 CHF | 270'691 CHF | 99.17% | 99.17% |