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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.69% | 101.73 % | 102.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'611 CHF | 153'661 CHF | 99.44% | 99.44% |
22.05.2024 | 0.69% | 101.67 % | 102.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'500 CHF | 153'550 CHF | 97.24% | 97.24% |
21.05.2024 | 0.69% | 101.55 % | 102.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'333 CHF | 153'383 CHF | 100.00% | 100.00% |
17.05.2024 | 0.69% | 101.51 % | 102.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'294 CHF | 153'344 CHF | 100.00% | 100.00% |
16.05.2024 | 0.69% | 101.43 % | 102.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'158 CHF | 153'208 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 101.25 % | 101.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'818 CHF | 152'868 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 101.18 % | 101.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'737 CHF | 152'787 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 101.29 % | 101.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'921 CHF | 152'971 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 101.22 % | 101.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'812 CHF | 152'862 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.96 % | 101.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'437 CHF | 152'487 CHF | 100.00% | 100.00% |