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% | 100.79 % | 101.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'234 CHF | 152'284 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 100.75 % | 101.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'013 CHF | 152'063 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 100.53 % | 101.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'676 CHF | 151'726 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.48 % | 101.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'756 CHF | 151'806 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.40 % | 101.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'664 CHF | 151'714 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.39 % | 101.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'582 CHF | 151'632 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 100.30 % | 101.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'402 CHF | 151'452 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.87 % | 100.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'793 CHF | 150'843 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.74 % | 100.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'504 CHF | 150'554 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.29 % | 99.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'980 CHF | 150'030 CHF | 100.00% | 100.00% |