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 | 0.70% | 100.49 % | 101.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'402 CHF | 151'452 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.20 % | 100.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'403 CHF | 151'453 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 100.22 % | 100.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'347 CHF | 151'397 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 100.17 % | 100.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'288 CHF | 151'338 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 100.20 % | 100.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'987 CHF | 151'037 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 99.16 % | 99.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'366 CHF | 149'416 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 98.77 % | 99.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'615 CHF | 149'665 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.78 % | 99.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'806 CHF | 148'856 CHF | 98.47% | 98.47% |
03.05.2024 | 0.71% | 98.25 % | 98.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'439 CHF | 148'489 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 98.13 % | 98.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'187 CHF | 148'237 CHF | 100.00% | 100.00% |