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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 0.80% | 103.83 % | 104.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'529 CHF | 261'604 CHF | 100.00% | 100.00% |
13.06.2024 | 0.80% | 103.79 % | 104.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'653 CHF | 261'730 CHF | 100.00% | 100.00% |
12.06.2024 | 0.80% | 103.98 % | 104.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'675 CHF | 261'751 CHF | 100.00% | 100.00% |
11.06.2024 | 0.80% | 103.60 % | 104.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'231 CHF | 261'308 CHF | 100.00% | 100.00% |
10.06.2024 | 0.80% | 103.68 % | 104.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'587 CHF | 261'663 CHF | 100.00% | 100.00% |
07.06.2024 | 0.80% | 104.34 % | 105.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'461 CHF | 262'561 CHF | 100.00% | 100.00% |
05.06.2024 | 0.80% | 103.86 % | 104.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'459 CHF | 261'534 CHF | 100.00% | 100.00% |
04.06.2024 | 0.80% | 103.44 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'705 CHF | 260'780 CHF | 100.00% | 100.00% |
03.06.2024 | 0.80% | 103.39 % | 104.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'803 CHF | 260'878 CHF | 100.00% | 100.00% |
31.05.2024 | 0.80% | 103.52 % | 104.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'111 CHF | 260'186 CHF | 100.00% | 100.00% |