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% | 100.91 % | 101.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'335 CHF | 152'385 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 100.96 % | 101.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'379 CHF | 152'429 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 100.88 % | 101.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'340 CHF | 152'390 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.64 % | 101.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'807 CHF | 151'857 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 100.34 % | 101.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'384 CHF | 151'434 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 100.11 % | 100.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'307 CHF | 151'357 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 100.38 % | 101.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'511 CHF | 151'561 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 100.03 % | 100.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'237 CHF | 151'287 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 100.12 % | 100.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'235 CHF | 151'285 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.85 % | 100.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'774 CHF | 150'824 CHF | 100.00% | 100.00% |