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% | 100.88 % | 101.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'340 CHF | 152'390 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.64 % | 101.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'807 CHF | 151'857 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 100.34 % | 101.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'384 CHF | 151'434 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 100.11 % | 100.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'307 CHF | 151'357 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 100.38 % | 101.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'511 CHF | 151'561 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 100.03 % | 100.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'237 CHF | 151'287 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 100.12 % | 100.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'235 CHF | 151'285 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.85 % | 100.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'774 CHF | 150'824 CHF | 100.00% | 100.00% |
30.04.2024 | 0.71% | 98.86 % | 99.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'614 CHF | 148'664 CHF | 100.00% | 100.00% |
29.04.2024 | 0.73% | 95.76 % | 96.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'918 CHF | 143'968 CHF | 100.00% | 100.00% |