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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.70% | 100.33 % | 101.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'444 CHF | 151'494 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 100.13 % | 100.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'438 CHF | 151'488 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 100.29 % | 100.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'003 CHF | 151'053 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 100.02 % | 100.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'540 CHF | 150'590 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.80 % | 100.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'841 CHF | 150'891 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.81 % | 100.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'329 CHF | 150'379 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 98.95 % | 99.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'004 CHF | 150'054 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.16 % | 99.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'219 CHF | 150'269 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.16 % | 99.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'079 CHF | 150'129 CHF | 100.00% | 100.00% |
30.04.2024 | 0.70% | 99.34 % | 100.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'389 CHF | 150'439 CHF | 100.00% | 100.00% |