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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.69% | 101.34 % | 102.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'954 CHF | 153'004 CHF | 76.89% | 76.89% |
16.05.2024 | 0.70% | 100.36 % | 101.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'321 CHF | 151'371 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.41 % | 101.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'132 CHF | 151'182 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.59 % | 100.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'349 CHF | 150'399 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.51 % | 100.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'517 CHF | 150'567 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.70 % | 100.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'658 CHF | 150'708 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.50 % | 100.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'219 CHF | 150'269 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.44 % | 100.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'821 CHF | 149'871 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.39 % | 99.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'555 CHF | 148'605 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.05 % | 98.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'093 CHF | 148'143 CHF | 100.00% | 100.00% |