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 | 0.50% | 99.83 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'607 CHF | 250'857 CHF | 100.00% | 100.00% |
22.05.2024 | 0.50% | 99.79 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'528 CHF | 250'778 CHF | 100.00% | 100.00% |
21.05.2024 | 0.50% | 99.75 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'386 CHF | 250'636 CHF | 100.00% | 100.00% |
17.05.2024 | 0.50% | 99.75 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'032 CHF | 250'282 CHF | 100.00% | 100.00% |
16.05.2024 | 0.50% | 99.68 % | 100.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'854 CHF | 250'104 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 99.60 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'824 CHF | 250'074 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 99.61 % | 100.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'699 CHF | 249'949 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 99.45 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'381 CHF | 249'631 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.36 % | 99.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'402 CHF | 249'652 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.34 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'236 CHF | 249'486 CHF | 100.00% | 100.00% |