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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.68% | 101.88 % | 102.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'116 CHF | 154'166 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 101.50 % | 102.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'229 CHF | 153'279 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 101.35 % | 102.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'592 CHF | 152'642 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 100.86 % | 101.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'341 CHF | 152'391 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 100.49 % | 101.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'458 CHF | 151'508 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.63 % | 100.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'255 CHF | 151'305 CHF | 99.98% | 99.98% |
30.04.2024 | 0.70% | 100.23 % | 100.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'523 CHF | 151'573 CHF | 100.00% | 100.00% |
29.04.2024 | 0.70% | 100.24 % | 100.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'537 CHF | 151'587 CHF | 99.98% | 99.98% |
26.04.2024 | 0.70% | 100.05 % | 100.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'669 CHF | 150'719 CHF | 97.88% | 97.88% |
25.04.2024 | 0.70% | 99.37 % | 100.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'953 CHF | 150'003 CHF | 100.00% | 100.00% |