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% | 100.71 % | 101.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'065 CHF | 152'115 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 100.69 % | 101.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'035 CHF | 152'085 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 100.69 % | 101.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'035 CHF | 152'085 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.69 % | 101.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'035 CHF | 152'085 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.68 % | 101.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'020 CHF | 152'070 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.68 % | 101.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'020 CHF | 152'070 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 100.66 % | 101.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'990 CHF | 152'040 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 100.66 % | 101.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'990 CHF | 152'040 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'975 CHF | 152'025 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'975 CHF | 152'025 CHF | 100.00% | 100.00% |