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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.80% | 103.77 % | 104.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'425 CHF | 261'500 CHF | 100.00% | 100.00% |
24.05.2024 | 0.80% | 103.75 % | 104.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'290 CHF | 261'365 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 103.68 % | 104.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'176 CHF | 261'251 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 103.67 % | 104.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'168 CHF | 261'243 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 103.66 % | 104.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'158 CHF | 261'233 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 103.69 % | 104.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'158 CHF | 261'234 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 103.64 % | 104.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'184 CHF | 261'259 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 103.61 % | 104.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'991 CHF | 261'066 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 103.54 % | 104.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'829 CHF | 260'904 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 103.42 % | 104.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'589 CHF | 260'664 CHF | 100.00% | 100.00% |