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% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'976 CHF | 259'051 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'953 CHF | 259'028 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'863 CHF | 258'938 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'709 CHF | 258'759 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 102.63 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'617 CHF | 258'667 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'346 CHF | 258'396 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'330 CHF | 258'380 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.42 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'192 CHF | 258'242 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'036 CHF | 258'086 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'596 CHF | 257'646 CHF | 100.00% | 100.00% |