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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'482 CHF | 253'507 CHF | 100.00% | 100.00% |
22.05.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'850 CHF | 252'872 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'546 CHF | 252'562 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'082 CHF | 253'106 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'712 CHF | 254'738 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'432 CHF | 254'457 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'975 CHF | 252'996 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'395 CHF | 252'402 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'572 CHF | 251'573 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'968 CHF | 251'969 CHF | 100.00% | 100.00% |