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% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'276 CHF | 254'301 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'090 CHF | 254'115 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 101.94 % | 102.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'059 CHF | 257'109 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'634 CHF | 257'684 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'836 CHF | 252'853 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 99.17 % | 99.97 % | 250'000 | 250'000 | 238'809 | 250'000 | 235'547 CHF | 248'574 CHF | 87.42% | 87.42% |
14.05.2024 | 0.80% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'402 CHF | 250'402 CHF | 100.00% | 100.00% |
13.05.2024 | 0.82% | 97.70 % | 98.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'328 CHF | 246'328 CHF | 97.12% | 97.12% |
10.05.2024 | 0.82% | 96.67 % | 97.47 % | 250'000 | 250'000 | 250'000 | 247'239 | 243'188 CHF | 242'484 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 96.08 % | 96.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'919 CHF | 241'919 CHF | 100.00% | 100.00% |