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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'465 CHF | 257'515 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'995 CHF | 257'045 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'287 CHF | 257'337 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'819 CHF | 256'869 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'003 CHF | 257'053 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'446 CHF | 256'496 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'760 CHF | 255'799 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'851 CHF | 255'893 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'133 CHF | 255'158 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'109 CHF | 255'134 CHF | 100.00% | 100.00% |