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% | 100.03 % | 100.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'045 CHF | 151'095 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.01 % | 100.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'015 CHF | 151'065 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 100.01 % | 100.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'015 CHF | 151'065 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 100.00 % | 100.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'000 CHF | 151'050 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.98 % | 100.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'972 CHF | 151'022 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.95 % | 100.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'944 CHF | 150'994 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.96 % | 100.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'929 CHF | 150'979 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.91 % | 100.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'868 CHF | 150'918 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.85 % | 100.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'785 CHF | 150'835 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.76 % | 100.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'605 CHF | 150'655 CHF | 100.00% | 100.00% |