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% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'428 CHF | 253'453 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'039 CHF | 252'040 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'744 CHF | 251'744 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 99.71 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'606 CHF | 250'606 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'719 CHF | 251'719 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.71 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'860 CHF | 250'860 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 235'000 | 250'000 | 241'201 | 247'597 CHF | 240'803 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'380 CHF | 248'380 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 97.24 % | 98.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'271 CHF | 244'271 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 95.99 % | 96.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'106 CHF | 242'106 CHF | 100.00% | 100.00% |