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 | 0.67% | 103.51 % | 104.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'262 CHF | 156'312 CHF | 100.00% | 100.00% |
15.05.2024 | 0.67% | 103.49 % | 104.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'235 CHF | 156'285 CHF | 100.00% | 100.00% |
14.05.2024 | 0.67% | 103.48 % | 104.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'219 CHF | 156'269 CHF | 100.00% | 100.00% |
13.05.2024 | 0.67% | 103.47 % | 104.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'218 CHF | 156'268 CHF | 100.00% | 100.00% |
10.05.2024 | 0.67% | 103.47 % | 104.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'205 CHF | 156'255 CHF | 100.00% | 100.00% |
08.05.2024 | 0.67% | 103.38 % | 104.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'059 CHF | 156'109 CHF | 100.00% | 100.00% |
07.05.2024 | 0.67% | 103.42 % | 104.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'115 CHF | 156'165 CHF | 100.00% | 100.00% |
06.05.2024 | 0.68% | 103.34 % | 104.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'009 CHF | 156'059 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 103.22 % | 103.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'790 CHF | 155'840 CHF | 100.00% | 100.00% |
02.05.2024 | 0.68% | 103.21 % | 103.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'890 CHF | 155'940 CHF | 100.00% | 100.00% |