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 | 0.75% | 101.29 % | 102.06 % | 145'000 | 145'000 | 145'000 | 145'000 | 147'369 CHF | 148'486 CHF | 99.98% | 99.98% |
15.05.2024 | 0.76% | 101.75 % | 102.52 % | 145'000 | 145'000 | 145'000 | 145'000 | 146'888 CHF | 148'003 CHF | 99.96% | 99.96% |
14.05.2024 | 0.76% | 101.07 % | 101.84 % | 145'000 | 145'000 | 145'000 | 145'000 | 146'508 CHF | 147'619 CHF | 99.97% | 99.97% |
13.05.2024 | 0.75% | 101.47 % | 102.24 % | 145'000 | 145'000 | 145'000 | 145'000 | 146'624 CHF | 147'733 CHF | 100.00% | 100.00% |
10.05.2024 | 0.74% | 100.90 % | 101.65 % | 145'000 | 145'000 | 145'000 | 145'000 | 146'275 CHF | 147'368 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 100.74 % | 101.49 % | 145'000 | 145'000 | 145'007 | 145'000 | 145'928 CHF | 147'009 CHF | 100.00% | 100.00% |
07.05.2024 | 0.74% | 100.53 % | 101.28 % | 145'000 | 145'000 | 146'060 | 145'000 | 146'643 CHF | 146'674 CHF | 99.99% | 99.99% |
06.05.2024 | 0.75% | 100.15 % | 100.90 % | 145'000 | 145'000 | 146'297 | 145'000 | 146'410 CHF | 146'205 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 100.19 % | 100.94 % | 145'000 | 145'000 | 146'935 | 145'000 | 147'020 CHF | 146'175 CHF | 99.99% | 99.99% |
02.05.2024 | 0.75% | 99.77 % | 100.52 % | 150'000 | 145'000 | 150'000 | 145'000 | 149'562 CHF | 145'664 CHF | 99.98% | 99.98% |