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% | 100.52 % | 101.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'794 CHF | 151'844 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 100.54 % | 101.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'794 CHF | 151'844 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 100.51 % | 101.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'758 CHF | 151'808 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.50 % | 101.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'744 CHF | 151'794 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.49 % | 101.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'725 CHF | 151'775 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 100.36 % | 101.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'513 CHF | 151'563 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 100.31 % | 101.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'440 CHF | 151'490 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 100.25 % | 100.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'338 CHF | 151'388 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 100.14 % | 100.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'202 CHF | 151'252 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 100.07 % | 100.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'116 CHF | 151'166 CHF | 100.00% | 100.00% |