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% | 101.10 % | 101.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'571 CHF | 152'621 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 100.92 % | 101.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'399 CHF | 152'449 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 100.90 % | 101.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'298 CHF | 152'348 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.86 % | 101.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'308 CHF | 152'358 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.77 % | 101.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'164 CHF | 152'214 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.56 % | 101.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'851 CHF | 151'901 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 100.56 % | 101.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'828 CHF | 151'878 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 100.32 % | 101.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'464 CHF | 151'514 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 100.02 % | 100.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'200 CHF | 151'250 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.81 % | 100.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'814 CHF | 150'864 CHF | 100.00% | 100.00% |