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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.69% | 100.57 % | 101.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'603 CHF | 151'653 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 100.41 % | 101.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'622 CHF | 151'672 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 100.35 % | 101.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'455 CHF | 151'505 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.70 % | 100.40 % | 150'000 | 150'000 | 149'978 | 150'000 | 149'935 CHF | 151'008 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.24 % | 99.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'760 CHF | 149'810 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.11 % | 98.81 % | 150'000 | 150'000 | 150'000 | 149'975 | 146'725 CHF | 147'750 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 97.89 % | 98.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'915 CHF | 147'965 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 97.69 % | 98.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'001 CHF | 148'051 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 97.08 % | 97.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'014 CHF | 147'064 CHF | 100.00% | 100.00% |
30.04.2024 | 0.71% | 97.59 % | 98.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'808 CHF | 147'858 CHF | 100.00% | 100.00% |