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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'174 CHF | 255'199 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'508 CHF | 255'538 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'140 CHF | 256'190 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 101.75 % | 102.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'307 CHF | 256'357 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'102 CHF | 256'152 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'924 CHF | 254'949 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'554 CHF | 254'579 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'880 CHF | 254'905 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'786 CHF | 254'811 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'109 CHF | 254'134 CHF | 100.00% | 100.00% |