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 | 0.69% | 101.60 % | 102.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'210 CHF | 153'260 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 101.20 % | 101.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'558 CHF | 152'608 CHF | 22.67% | 22.67% |
13.05.2024 | 0.69% | 100.90 % | 101.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'340 CHF | 152'390 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.79 % | 101.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'419 CHF | 152'469 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.62 % | 101.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'010 CHF | 152'060 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 100.58 % | 101.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'610 CHF | 151'660 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 100.17 % | 100.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'289 CHF | 151'339 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 100.01 % | 100.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'708 CHF | 150'758 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.29 % | 99.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'825 CHF | 150'875 CHF | 100.00% | 100.00% |
30.04.2024 | 0.70% | 100.19 % | 100.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'270 CHF | 151'320 CHF | 100.00% | 100.00% |