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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'779 CHF | 254'804 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'752 CHF | 254'777 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'526 CHF | 254'551 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'674 CHF | 254'699 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'700 CHF | 254'725 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'747 CHF | 254'772 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'374 CHF | 254'399 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'909 CHF | 253'934 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'030 CHF | 254'055 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'158 CHF | 254'183 CHF | 100.00% | 100.00% |