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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.70% | 100.09 % | 100.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'135 CHF | 151'185 CHF | 100.00% | 100.00% |
16.05.2024 | 0.70% | 100.08 % | 100.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'120 CHF | 151'170 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.06 % | 100.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'077 CHF | 151'127 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 100.04 % | 100.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'064 CHF | 151'114 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 100.05 % | 100.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'075 CHF | 151'125 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 100.03 % | 100.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'041 CHF | 151'091 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.95 % | 100.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'921 CHF | 150'971 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.92 % | 100.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'886 CHF | 150'936 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.85 % | 100.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'773 CHF | 150'823 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.76 % | 100.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'739 CHF | 150'789 CHF | 100.00% | 100.00% |