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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'407 CHF | 255'434 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'501 CHF | 254'526 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'585 CHF | 254'610 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'884 CHF | 253'908 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.63 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'033 CHF | 251'033 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'048 CHF | 248'048 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 98.54 % | 99.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'999 CHF | 247'999 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 98.12 % | 98.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'364 CHF | 247'364 CHF | 99.77% | 99.77% |
02.05.2024 | 0.81% | 97.65 % | 98.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'203 CHF | 247'203 CHF | 100.00% | 100.00% |
30.04.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'682 CHF | 248'682 CHF | 100.00% | 100.00% |