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% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'562 CHF | 253'587 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'854 CHF | 255'898 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'864 CHF | 253'889 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'024 CHF | 253'049 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'619 CHF | 253'642 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'422 CHF | 253'447 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'294 CHF | 252'300 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.90 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'265 CHF | 252'265 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'972 CHF | 250'973 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.35 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'993 CHF | 249'993 CHF | 100.00% | 100.00% |