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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.49% | 101.09 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'953 CHF | 254'203 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.85 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'266 CHF | 252'516 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 100.29 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'391 CHF | 253'641 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 101.01 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'440 CHF | 251'690 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 99.26 % | 99.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'279 CHF | 251'529 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.74 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'717 CHF | 250'967 CHF | 98.08% | 98.08% |
02.05.2024 | 0.50% | 98.30 % | 98.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'300 CHF | 248'550 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 99.60 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'708 CHF | 248'958 CHF | 100.00% | 100.00% |
29.04.2024 | 0.50% | 100.04 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'774 CHF | 251'024 CHF | 100.00% | 100.00% |
26.04.2024 | 0.50% | 99.75 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'661 CHF | 249'911 CHF | 97.89% | 97.89% |