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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.69% | 100.95 % | 101.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'450 CHF | 152'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.79 % | 101.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'266 CHF | 152'316 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.52 % | 101.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'888 CHF | 151'938 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 100.43 % | 101.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'417 CHF | 151'467 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.97 % | 100.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'911 CHF | 150'961 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.52 % | 100.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'282 CHF | 150'332 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.17 % | 99.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'858 CHF | 149'908 CHF | 100.00% | 100.00% |
30.04.2024 | 0.70% | 99.04 % | 99.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'805 CHF | 149'855 CHF | 100.00% | 100.00% |
29.04.2024 | 0.70% | 99.21 % | 99.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'941 CHF | 149'991 CHF | 100.00% | 100.00% |
26.04.2024 | 0.70% | 99.22 % | 99.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'535 CHF | 149'585 CHF | 97.88% | 97.88% |