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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'999 CHF | 258'049 CHF | 100.00% | 100.00% |
28.05.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'116 CHF | 258'166 CHF | 97.35% | 97.35% |
27.05.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'070 CHF | 258'120 CHF | 86.15% | 86.15% |
24.05.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'619 CHF | 257'669 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'464 CHF | 257'514 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'218 CHF | 257'268 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'204 CHF | 257'254 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'991 CHF | 256'041 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'306 CHF | 256'356 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'222 CHF | 256'272 CHF | 100.00% | 100.00% |