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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.69% | 100.36 % | 101.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'580 CHF | 151'630 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.29 % | 100.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'344 CHF | 151'394 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 100.18 % | 100.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'965 CHF | 151'015 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.77 % | 100.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'456 CHF | 150'506 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.55 % | 100.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'383 CHF | 150'433 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.37 % | 100.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'122 CHF | 150'172 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.21 % | 99.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'562 CHF | 149'612 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.91 % | 99.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'196 CHF | 149'246 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.22 % | 98.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'199 CHF | 148'249 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 97.99 % | 98.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'584 CHF | 147'634 CHF | 100.00% | 100.00% |