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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.06.2024 | 0.49% | 101.23 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'303 CHF | 254'553 CHF | 100.00% | 100.00% |
12.06.2024 | 0.49% | 101.60 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'380 CHF | 254'630 CHF | 99.89% | 99.89% |
11.06.2024 | 0.49% | 100.97 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'350 CHF | 254'600 CHF | 100.00% | 100.00% |
10.06.2024 | 0.49% | 101.77 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'067 CHF | 255'317 CHF | 99.90% | 99.90% |
07.06.2024 | 0.49% | 101.72 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'328 CHF | 255'578 CHF | 100.00% | 100.00% |
05.06.2024 | 0.49% | 101.55 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'208 CHF | 255'458 CHF | 100.00% | 100.00% |
04.06.2024 | 0.49% | 101.63 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'360 CHF | 255'610 CHF | 100.00% | 100.00% |
03.06.2024 | 0.49% | 101.95 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'940 CHF | 256'190 CHF | 100.00% | 100.00% |
31.05.2024 | 0.49% | 102.30 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'476 CHF | 256'726 CHF | 99.99% | 99.99% |
30.05.2024 | 0.49% | 101.97 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'887 CHF | 256'137 CHF | 100.00% | 100.00% |