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 | 0.69% | 100.73 % | 101.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'089 CHF | 152'139 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'912 CHF | 151'962 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 100.44 % | 101.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'567 CHF | 151'617 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.47 % | 101.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'692 CHF | 151'742 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.31 % | 101.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'566 CHF | 151'616 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 100.20 % | 100.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'355 CHF | 151'405 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 100.20 % | 100.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'194 CHF | 151'244 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 100.00 % | 100.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'966 CHF | 151'016 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.82 % | 100.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'522 CHF | 150'572 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.44 % | 100.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'854 CHF | 150'904 CHF | 100.00% | 100.00% |