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% | 106.08 % | 106.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'973 CHF | 267'098 CHF | 100.00% | 100.00% |
24.05.2024 | 0.80% | 106.09 % | 106.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'437 CHF | 266'562 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 106.47 % | 107.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'138 CHF | 269'288 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 105.96 % | 106.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'443 CHF | 267'571 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 106.35 % | 107.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'131 CHF | 268'267 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 106.54 % | 107.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'148 CHF | 268'285 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 105.81 % | 106.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'478 CHF | 267'603 CHF | 98.83% | 98.83% |
15.05.2024 | 0.80% | 104.52 % | 105.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'485 CHF | 262'584 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 103.63 % | 104.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'222 CHF | 260'297 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 104.46 % | 105.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'182 CHF | 263'282 CHF | 100.00% | 100.00% |