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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.68% | 102.31 % | 103.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'629 CHF | 154'679 CHF | 100.00% | 100.00% |
16.05.2024 | 0.68% | 102.38 % | 103.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'808 CHF | 154'858 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 102.53 % | 103.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'430 CHF | 154'480 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 102.17 % | 102.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'455 CHF | 154'505 CHF | 100.00% | 100.00% |
13.05.2024 | 0.68% | 102.10 % | 102.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'870 CHF | 153'920 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 101.56 % | 102.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'299 CHF | 153'349 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.78 % | 101.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'730 CHF | 151'780 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 100.92 % | 101.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'320 CHF | 152'370 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.96 % | 100.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'282 CHF | 151'332 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.47 % | 100.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'251 CHF | 150'301 CHF | 99.99% | 99.99% |