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% | 103.82 % | 104.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'332 CHF | 262'427 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 104.20 % | 105.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'846 CHF | 261'932 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 103.93 % | 104.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'240 CHF | 262'334 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 103.44 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'984 CHF | 260'059 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 103.36 % | 104.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'420 CHF | 260'495 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 103.30 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'552 CHF | 259'627 CHF | 66.06% | 66.06% |
07.05.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'001 CHF | 258'051 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'852 CHF | 257'902 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 102.16 % | 102.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'150 CHF | 257'200 CHF | 99.72% | 99.72% |
02.05.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'639 CHF | 256'689 CHF | 100.00% | 100.00% |