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% | 100.35 % | 101.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'516 CHF | 151'566 CHF | 100.00% | 100.00% |
16.05.2024 | 0.70% | 100.30 % | 101.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'380 CHF | 151'430 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.06 % | 100.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'089 CHF | 151'139 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.99 % | 100.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'905 CHF | 150'955 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 100.00 % | 100.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'984 CHF | 151'034 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.93 % | 100.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'934 CHF | 150'984 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.66 % | 100.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'539 CHF | 150'589 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.69 % | 100.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'555 CHF | 150'605 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.31 % | 100.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'040 CHF | 150'090 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.08 % | 99.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'750 CHF | 149'800 CHF | 100.00% | 100.00% |