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 | 0.38% | 106.10 % | 106.50 % | 250'000 | 250'000 | 249'655 | 249'655 | 264'843 CHF | 265'842 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 105.90 % | 106.30 % | 250'000 | 250'000 | 249'178 | 249'178 | 261'268 CHF | 262'265 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 105.00 % | 105.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'375 CHF | 264'375 CHF | 98.92% | 98.92% |
13.05.2024 | 0.38% | 105.00 % | 105.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'491 CHF | 264'491 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 105.30 % | 105.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'004 CHF | 263'004 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 103.60 % | 104.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'650 CHF | 257'650 CHF | 98.26% | 98.26% |
07.05.2024 | 0.40% | 101.00 % | 101.40 % | 250'000 | 250'000 | 249'903 | 249'903 | 250'654 CHF | 251'653 CHF | 99.47% | 99.47% |
06.05.2024 | 0.39% | 100.10 % | 100.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'610 CHF | 254'610 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 100.70 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'599 CHF | 253'599 CHF | 100.00% | 100.00% |
02.05.2024 | 0.40% | 100.60 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'643 CHF | 252'643 CHF | 99.99% | 99.99% |