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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'659 CHF | 252'676 CHF | 100.00% | 100.00% |
28.05.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'472 CHF | 253'496 CHF | 100.00% | 100.00% |
27.05.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'812 CHF | 252'835 CHF | 100.00% | 100.00% |
24.05.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'009 CHF | 252'009 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'830 CHF | 252'853 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'289 CHF | 252'292 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'613 CHF | 252'627 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'125 CHF | 253'150 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'007 CHF | 253'030 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 103.44 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'714 CHF | 260'789 CHF | 100.00% | 100.00% |