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% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'868 CHF | 254'893 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'721 CHF | 253'746 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'980 CHF | 253'004 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 99.02 % | 99.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'729 CHF | 250'729 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 99.81 % | 100.61 % | 249'000 | 250'000 | 249'953 | 250'000 | 248'746 CHF | 250'793 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'580 CHF | 250'580 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'471 CHF | 251'473 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 98.29 % | 99.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'238 CHF | 244'238 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 96.58 % | 97.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'813 CHF | 243'813 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 95.01 % | 95.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'750 CHF | 241'750 CHF | 100.00% | 100.00% |