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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.69% | 101.35 % | 102.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'025 CHF | 153'075 CHF | 97.25% | 97.25% |
21.05.2024 | 0.69% | 101.35 % | 102.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'025 CHF | 153'075 CHF | 100.00% | 100.00% |
17.05.2024 | 0.69% | 101.34 % | 102.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'010 CHF | 153'060 CHF | 100.00% | 100.00% |
16.05.2024 | 0.69% | 101.34 % | 102.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'010 CHF | 153'060 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 101.32 % | 102.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'980 CHF | 153'030 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 101.32 % | 102.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'980 CHF | 153'030 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 101.31 % | 102.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'965 CHF | 153'015 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 101.30 % | 102.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'950 CHF | 153'000 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 101.28 % | 101.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'911 CHF | 152'961 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 101.26 % | 101.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'889 CHF | 152'939 CHF | 100.00% | 100.00% |