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 | 0.68% | 102.11 % | 102.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'165 CHF | 154'215 CHF | 99.43% | 99.43% |
22.05.2024 | 0.68% | 102.10 % | 102.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'150 CHF | 154'200 CHF | 97.23% | 97.23% |
21.05.2024 | 0.68% | 102.09 % | 102.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'135 CHF | 154'185 CHF | 100.00% | 100.00% |
17.05.2024 | 0.68% | 102.09 % | 102.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'135 CHF | 154'185 CHF | 100.00% | 100.00% |
16.05.2024 | 0.68% | 102.08 % | 102.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'120 CHF | 154'170 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 102.07 % | 102.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'105 CHF | 154'155 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 102.06 % | 102.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'090 CHF | 154'140 CHF | 100.00% | 100.00% |
13.05.2024 | 0.68% | 102.06 % | 102.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'090 CHF | 154'140 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 102.05 % | 102.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'075 CHF | 154'125 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 102.05 % | 102.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'075 CHF | 154'125 CHF | 100.00% | 100.00% |