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% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'480 CHF | 253'505 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'442 CHF | 254'467 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'763 CHF | 253'788 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'864 CHF | 252'888 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'137 CHF | 253'162 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'112 CHF | 252'115 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'154 CHF | 250'154 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 99.08 % | 99.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'313 CHF | 249'313 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.38 % | 100.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'817 CHF | 250'817 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.41 % | 100.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'787 CHF | 249'787 CHF | 100.00% | 100.00% |