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% | 101.87 % | 102.69 % | 250'000 | 220'000 | 250'000 | 241'406 | 254'537 CHF | 247'762 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'492 CHF | 256'542 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'189 CHF | 256'239 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'525 CHF | 255'556 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'454 CHF | 255'481 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'829 CHF | 255'874 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'541 CHF | 255'568 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'900 CHF | 254'925 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'296 CHF | 254'321 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'053 CHF | 254'078 CHF | 98.77% | 98.77% |