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% | 101.31 % | 102.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'931 CHF | 152'981 CHF | 99.42% | 99.42% |
22.05.2024 | 0.69% | 101.26 % | 101.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'862 CHF | 152'912 CHF | 97.24% | 97.24% |
21.05.2024 | 0.69% | 101.14 % | 101.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'711 CHF | 152'761 CHF | 100.00% | 100.00% |
17.05.2024 | 0.69% | 101.16 % | 101.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'823 CHF | 152'873 CHF | 100.00% | 100.00% |
16.05.2024 | 0.69% | 101.25 % | 101.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'887 CHF | 152'937 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 101.23 % | 101.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'780 CHF | 152'830 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 101.05 % | 101.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'538 CHF | 152'588 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.86 % | 101.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'344 CHF | 152'394 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.91 % | 101.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'305 CHF | 152'355 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.80 % | 101.50 % | 150'000 | 150'000 | 149'996 | 150'000 | 151'218 CHF | 152'272 CHF | 100.00% | 100.00% |