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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'975 CHF | 152'025 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'975 CHF | 152'025 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.64 % | 101.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'960 CHF | 152'010 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.64 % | 101.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'960 CHF | 152'010 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 100.62 % | 101.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'930 CHF | 151'980 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 100.61 % | 101.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'915 CHF | 151'965 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 100.60 % | 101.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'901 CHF | 151'951 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 100.59 % | 101.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'898 CHF | 151'948 CHF | 100.00% | 100.00% |
30.04.2024 | 0.69% | 100.59 % | 101.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'885 CHF | 151'935 CHF | 100.00% | 100.00% |
29.04.2024 | 0.69% | 100.58 % | 101.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'870 CHF | 151'920 CHF | 100.00% | 100.00% |