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 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'000 CHF | 258'050 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 102.27 % | 103.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'529 CHF | 257'579 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'342 CHF | 257'392 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 102.19 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'496 CHF | 257'546 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 102.21 % | 103.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'486 CHF | 257'536 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.16 % | 102.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'274 CHF | 257'324 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'168 CHF | 257'218 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'357 CHF | 256'407 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'019 CHF | 256'068 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'080 CHF | 255'105 CHF | 100.00% | 100.00% |