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% | 100.74 % | 101.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'110 CHF | 152'160 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 100.72 % | 101.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'080 CHF | 152'130 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 100.72 % | 101.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'080 CHF | 152'130 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.71 % | 101.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'065 CHF | 152'115 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.71 % | 101.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'065 CHF | 152'115 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.70 % | 101.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'050 CHF | 152'100 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 100.69 % | 101.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'035 CHF | 152'085 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 100.67 % | 101.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'007 CHF | 152'057 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'943 CHF | 151'993 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 100.58 % | 101.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'961 CHF | 152'011 CHF | 100.00% | 100.00% |