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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.80% | 114.18 % | 115.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'925 CHF | 285'201 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 113.37 % | 114.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 283'951 CHF | 286'227 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 112.91 % | 113.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'695 CHF | 284'970 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 113.39 % | 114.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'256 CHF | 284'527 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 112.90 % | 113.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 282'540 CHF | 284'813 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 112.59 % | 113.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'240 CHF | 282'490 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 110.16 % | 111.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 275'651 CHF | 277'870 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 109.91 % | 110.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'666 CHF | 275'866 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 110.41 % | 111.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 276'461 CHF | 278'686 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 110.87 % | 111.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 277'044 CHF | 279'269 CHF | 100.00% | 100.00% |