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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.70% | 99.48 % | 100.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'989 CHF | 150'039 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.22 % | 99.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'883 CHF | 149'933 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 101.24 % | 101.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'822 CHF | 152'872 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 100.73 % | 101.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'132 CHF | 152'182 CHF | 100.00% | 100.00% |
30.04.2024 | 0.69% | 100.31 % | 101.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'715 CHF | 151'765 CHF | 100.00% | 100.00% |
29.04.2024 | 0.69% | 100.66 % | 101.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'050 CHF | 152'100 CHF | 100.00% | 100.00% |
26.04.2024 | 0.70% | 100.54 % | 101.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'451 CHF | 151'501 CHF | 97.89% | 97.89% |
25.04.2024 | 0.70% | 100.00 % | 100.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'744 CHF | 150'794 CHF | 100.00% | 100.00% |
24.04.2024 | 0.70% | 100.14 % | 100.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'482 CHF | 151'532 CHF | 100.00% | 100.00% |
23.04.2024 | 0.70% | 100.17 % | 100.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'130 CHF | 151'180 CHF | 97.07% | 97.07% |