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% | 100.79 % | 101.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'148 CHF | 152'198 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 100.75 % | 101.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'036 CHF | 152'086 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 100.63 % | 101.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'919 CHF | 151'969 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.60 % | 101.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'902 CHF | 151'952 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.58 % | 101.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'902 CHF | 151'952 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.55 % | 101.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'817 CHF | 151'867 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 100.53 % | 101.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'736 CHF | 151'786 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 100.40 % | 101.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'569 CHF | 151'619 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 100.28 % | 100.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'289 CHF | 151'339 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 100.05 % | 100.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'025 CHF | 151'075 CHF | 100.00% | 100.00% |