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% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'977 CHF | 255'002 CHF | 100.00% | 100.00% |
28.05.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'479 CHF | 255'511 CHF | 100.00% | 100.00% |
27.05.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'660 CHF | 255'700 CHF | 100.00% | 100.00% |
24.05.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'778 CHF | 255'826 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'541 CHF | 256'591 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 101.75 % | 102.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'605 CHF | 256'655 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 101.96 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'083 CHF | 257'133 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'411 CHF | 257'461 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'201 CHF | 257'251 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'292 CHF | 255'320 CHF | 100.00% | 100.00% |