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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.69% | 100.76 % | 101.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'189 CHF | 152'239 CHF | 99.43% | 99.43% |
22.05.2024 | 0.69% | 100.75 % | 101.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'129 CHF | 152'179 CHF | 97.23% | 97.23% |
21.05.2024 | 0.69% | 100.77 % | 101.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'213 CHF | 152'263 CHF | 100.00% | 100.00% |
17.05.2024 | 0.69% | 100.74 % | 101.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'100 CHF | 152'150 CHF | 100.00% | 100.00% |
16.05.2024 | 0.70% | 100.26 % | 100.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'291 CHF | 151'341 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.10 % | 100.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'934 CHF | 150'984 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.84 % | 100.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'691 CHF | 150'741 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.73 % | 100.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'674 CHF | 150'724 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.68 % | 100.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'697 CHF | 150'747 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.55 % | 100.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'230 CHF | 150'280 CHF | 100.00% | 100.00% |