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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.06.2024 | 0.50% | 100.17 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'093 CHF | 251'343 CHF | 99.13% | 99.13% |
14.06.2024 | 0.50% | 99.96 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'490 CHF | 252'740 CHF | 100.00% | 100.00% |
13.06.2024 | 0.49% | 101.27 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'397 CHF | 254'647 CHF | 100.00% | 100.00% |
12.06.2024 | 0.49% | 101.63 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'460 CHF | 254'710 CHF | 99.89% | 99.89% |
11.06.2024 | 0.49% | 101.01 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'441 CHF | 254'691 CHF | 100.00% | 100.00% |
10.06.2024 | 0.49% | 101.80 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'141 CHF | 255'391 CHF | 99.89% | 99.89% |
07.06.2024 | 0.49% | 101.75 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'398 CHF | 255'648 CHF | 100.00% | 100.00% |
05.06.2024 | 0.49% | 101.59 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'288 CHF | 255'538 CHF | 100.00% | 100.00% |
04.06.2024 | 0.49% | 101.66 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'440 CHF | 255'690 CHF | 100.00% | 100.00% |
03.06.2024 | 0.49% | 101.98 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'010 CHF | 256'260 CHF | 100.00% | 100.00% |