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 | 0.68% | 103.07 % | 103.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'616 CHF | 155'666 CHF | 99.45% | 99.45% |
22.05.2024 | 0.68% | 102.98 % | 103.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'374 CHF | 155'424 CHF | 97.24% | 97.24% |
21.05.2024 | 0.68% | 102.84 % | 103.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'198 CHF | 155'248 CHF | 100.00% | 100.00% |
17.05.2024 | 0.68% | 102.80 % | 103.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'222 CHF | 155'272 CHF | 100.00% | 100.00% |
16.05.2024 | 0.68% | 102.87 % | 103.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'393 CHF | 155'443 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 102.82 % | 103.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'188 CHF | 155'238 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 102.70 % | 103.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'082 CHF | 155'132 CHF | 100.00% | 100.00% |
13.05.2024 | 0.68% | 102.54 % | 103.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'769 CHF | 154'819 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 102.27 % | 102.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'571 CHF | 154'621 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 102.25 % | 102.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'309 CHF | 154'359 CHF | 100.00% | 100.00% |