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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.68% | 102.07 % | 102.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'105 CHF | 154'155 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 102.06 % | 102.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'090 CHF | 154'140 CHF | 100.00% | 100.00% |
13.05.2024 | 0.68% | 102.06 % | 102.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'090 CHF | 154'140 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 102.05 % | 102.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'075 CHF | 154'125 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 102.05 % | 102.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'075 CHF | 154'125 CHF | 100.00% | 100.00% |
07.05.2024 | 0.68% | 102.04 % | 102.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'060 CHF | 154'110 CHF | 100.00% | 100.00% |
06.05.2024 | 0.68% | 102.03 % | 102.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'045 CHF | 154'095 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 102.02 % | 102.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'030 CHF | 154'080 CHF | 100.00% | 100.00% |
02.05.2024 | 0.68% | 102.02 % | 102.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'018 CHF | 154'068 CHF | 100.00% | 100.00% |
30.04.2024 | 0.68% | 101.99 % | 102.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'992 CHF | 154'042 CHF | 100.00% | 100.00% |