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 | 0.70% | 100.36 % | 101.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'356 CHF | 151'406 CHF | 94.71% | 94.71% |
15.05.2024 | 0.70% | 100.31 % | 101.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'474 CHF | 151'524 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 100.10 % | 100.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'626 CHF | 150'676 CHF | 72.56% | 72.56% |
13.05.2024 | 0.70% | 99.61 % | 100.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'491 CHF | 150'541 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.37 % | 100.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'307 CHF | 150'357 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.65 % | 100.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'512 CHF | 150'562 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.67 % | 100.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'545 CHF | 150'595 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 100.55 % | 101.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'000 CHF | 152'050 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 100.36 % | 101.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'661 CHF | 151'711 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 100.02 % | 100.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'059 CHF | 151'109 CHF | 100.00% | 100.00% |