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% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'199 CHF | 254'224 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'228 CHF | 254'253 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'987 CHF | 254'012 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'149 CHF | 254'174 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'025 CHF | 254'050 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'060 CHF | 254'085 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'298 CHF | 253'323 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'627 CHF | 252'645 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'817 CHF | 252'842 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'835 CHF | 252'860 CHF | 100.00% | 100.00% |