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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.80% | 99.87 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'888 CHF | 251'888 CHF | 99.99% | 99.99% |
28.05.2024 | 0.80% | 99.80 % | 100.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'342 CHF | 252'351 CHF | 100.00% | 100.00% |
27.05.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'700 CHF | 252'720 CHF | 100.00% | 100.00% |
24.05.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'585 CHF | 252'597 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'779 CHF | 253'804 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'568 CHF | 253'593 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'622 CHF | 254'647 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'574 CHF | 254'599 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'460 CHF | 254'485 CHF | 98.86% | 98.86% |
15.05.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'882 CHF | 250'882 CHF | 100.00% | 100.00% |