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 | 0.67% | 103.59 % | 104.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'358 CHF | 156'408 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 103.42 % | 104.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'944 CHF | 155'994 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 103.21 % | 103.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'877 CHF | 155'927 CHF | 100.00% | 100.00% |
13.05.2024 | 0.68% | 103.21 % | 103.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'788 CHF | 155'838 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 103.05 % | 103.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'545 CHF | 155'595 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 102.52 % | 103.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'700 CHF | 154'750 CHF | 100.00% | 100.00% |
07.05.2024 | 0.68% | 101.96 % | 102.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'935 CHF | 153'985 CHF | 100.00% | 100.00% |
06.05.2024 | 0.68% | 102.06 % | 102.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'962 CHF | 154'012 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 101.89 % | 102.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'905 CHF | 153'955 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 101.65 % | 102.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'640 CHF | 153'690 CHF | 100.00% | 100.00% |