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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.80% | 103.44 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'604 CHF | 260'679 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 103.23 % | 104.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'535 CHF | 257'590 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.48 % | 103.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'973 CHF | 259'040 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.46 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'998 CHF | 259'065 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'276 CHF | 258'331 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'788 CHF | 252'800 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'079 CHF | 247'079 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 97.93 % | 98.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'881 CHF | 249'881 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'918 CHF | 248'918 CHF | 99.28% | 99.28% |
02.05.2024 | 0.81% | 98.30 % | 99.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'220 CHF | 248'220 CHF | 100.00% | 100.00% |