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% | 101.62 % | 102.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'430 CHF | 153'480 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 101.61 % | 102.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'415 CHF | 153'465 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 101.60 % | 102.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'400 CHF | 153'450 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 101.60 % | 102.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'400 CHF | 153'450 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 101.59 % | 102.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'385 CHF | 153'435 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 101.58 % | 102.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'370 CHF | 153'420 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 101.56 % | 102.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'339 CHF | 153'389 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 101.54 % | 102.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'309 CHF | 153'359 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 101.47 % | 102.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'215 CHF | 153'265 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 101.42 % | 102.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'135 CHF | 153'185 CHF | 100.00% | 100.00% |