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% | 103.09 % | 103.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'773 CHF | 259'848 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 103.03 % | 103.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'351 CHF | 259'426 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'903 CHF | 258'973 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.45 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'322 CHF | 258'372 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'031 CHF | 259'101 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'723 CHF | 257'773 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.30 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'221 CHF | 257'271 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'426 CHF | 256'476 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'016 CHF | 256'066 CHF | 99.38% | 99.38% |
02.05.2024 | 0.80% | 101.47 % | 102.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'352 CHF | 255'382 CHF | 100.00% | 100.00% |