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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.68% | 101.96 % | 102.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'800 CHF | 153'850 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 101.72 % | 102.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'605 CHF | 153'655 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 101.63 % | 102.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'480 CHF | 153'530 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 101.58 % | 102.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'040 CHF | 153'090 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 101.40 % | 102.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'094 CHF | 153'144 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 101.24 % | 101.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'851 CHF | 152'901 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 101.00 % | 101.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'367 CHF | 152'417 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 100.53 % | 101.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'704 CHF | 151'754 CHF | 100.00% | 100.00% |
30.04.2024 | 0.70% | 100.12 % | 100.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'159 CHF | 151'209 CHF | 100.00% | 100.00% |
29.04.2024 | 0.70% | 99.83 % | 100.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'885 CHF | 150'935 CHF | 100.00% | 100.00% |