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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.80% | 104.60 % | 105.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'429 CHF | 263'529 CHF | 100.00% | 100.00% |
24.05.2024 | 0.80% | 104.64 % | 105.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'396 CHF | 263'496 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 104.58 % | 105.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'559 CHF | 263'659 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 104.61 % | 105.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'577 CHF | 263'677 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 104.60 % | 105.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'453 CHF | 263'553 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 104.60 % | 105.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'602 CHF | 263'702 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 104.58 % | 105.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'251 CHF | 263'351 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 104.37 % | 105.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'054 CHF | 263'154 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 104.42 % | 105.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'905 CHF | 263'005 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 104.51 % | 105.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'373 CHF | 263'473 CHF | 100.00% | 100.00% |