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 | 0.49% | 101.44 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'715 CHF | 254'965 CHF | 100.00% | 100.00% |
28.05.2024 | 0.49% | 101.54 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'993 CHF | 255'243 CHF | 100.00% | 100.00% |
27.05.2024 | 0.49% | 101.68 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'200 CHF | 255'450 CHF | 99.38% | 99.38% |
24.05.2024 | 0.49% | 101.63 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'027 CHF | 255'277 CHF | 99.06% | 99.06% |
23.05.2024 | 0.49% | 101.70 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'235 CHF | 255'485 CHF | 99.41% | 99.41% |
22.05.2024 | 0.49% | 101.61 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'975 CHF | 255'225 CHF | 97.23% | 97.23% |
21.05.2024 | 0.49% | 101.68 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'943 CHF | 255'193 CHF | 100.00% | 100.00% |
17.05.2024 | 0.49% | 101.45 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'668 CHF | 254'918 CHF | 100.00% | 100.00% |
16.05.2024 | 0.49% | 101.37 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'485 CHF | 254'735 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 101.40 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'512 CHF | 254'762 CHF | 100.00% | 100.00% |