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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 6.97% | 96.98 % | 103.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'467 CHF | 155'967 CHF | 100.00% | 100.00% |
15.05.2024 | 6.97% | 97.01 % | 104.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'326 CHF | 155'826 CHF | 100.00% | 100.00% |
14.05.2024 | 7.00% | 96.38 % | 103.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'650 CHF | 155'150 CHF | 100.00% | 100.00% |
13.05.2024 | 7.01% | 96.12 % | 103.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'595 CHF | 155'095 CHF | 100.00% | 100.00% |
10.05.2024 | 7.01% | 96.40 % | 103.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'488 CHF | 154'988 CHF | 100.00% | 100.00% |
08.05.2024 | 7.05% | 95.86 % | 102.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'723 CHF | 154'223 CHF | 100.00% | 100.00% |
07.05.2024 | 7.04% | 95.99 % | 102.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'906 CHF | 154'406 CHF | 100.00% | 100.00% |
06.05.2024 | 7.06% | 95.74 % | 102.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'555 CHF | 154'055 CHF | 100.00% | 100.00% |
03.05.2024 | 7.07% | 95.42 % | 102.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'237 CHF | 153'737 CHF | 100.00% | 100.00% |
02.05.2024 | 7.10% | 94.95 % | 101.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'682 CHF | 153'182 CHF | 100.00% | 100.00% |