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 | 0.68% | 102.56 % | 103.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'808 CHF | 154'858 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 102.65 % | 103.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'836 CHF | 154'886 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 102.52 % | 103.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'628 CHF | 154'678 CHF | 100.00% | 100.00% |
13.05.2024 | 0.68% | 102.40 % | 103.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'605 CHF | 154'655 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 102.35 % | 103.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'361 CHF | 154'411 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 101.98 % | 102.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'782 CHF | 153'832 CHF | 100.00% | 100.00% |
07.05.2024 | 0.68% | 102.06 % | 102.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'196 CHF | 154'246 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 101.21 % | 101.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'641 CHF | 152'691 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 100.88 % | 101.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'138 CHF | 152'188 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 100.39 % | 101.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'608 CHF | 151'658 CHF | 100.00% | 100.00% |