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 | 0.99% | 100.93 % | 101.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'404 CHF | 152'904 CHF | 100.00% | 100.00% |
15.05.2024 | 0.99% | 100.90 % | 101.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'283 CHF | 152'783 CHF | 100.00% | 100.00% |
14.05.2024 | 0.99% | 100.77 % | 101.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'114 CHF | 152'614 CHF | 100.00% | 100.00% |
13.05.2024 | 0.99% | 100.79 % | 101.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'180 CHF | 152'680 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 100.69 % | 101.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'112 CHF | 152'612 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 100.60 % | 101.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'952 CHF | 152'452 CHF | 100.00% | 100.00% |
07.05.2024 | 0.99% | 100.64 % | 101.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'896 CHF | 152'396 CHF | 100.00% | 100.00% |
06.05.2024 | 0.99% | 100.46 % | 101.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'688 CHF | 152'188 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 100.30 % | 101.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'330 CHF | 151'830 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 100.12 % | 101.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'624 CHF | 152'124 CHF | 100.00% | 100.00% |