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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.69% | 101.00 % | 101.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'510 CHF | 152'560 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 100.75 % | 101.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'010 CHF | 152'060 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 100.64 % | 101.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'998 CHF | 152'048 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 100.51 % | 101.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'698 CHF | 151'748 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 100.24 % | 100.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'342 CHF | 151'392 CHF | 100.00% | 100.00% |
30.04.2024 | 0.70% | 100.19 % | 100.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'447 CHF | 151'497 CHF | 100.00% | 100.00% |
29.04.2024 | 0.70% | 100.10 % | 100.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'138 CHF | 151'188 CHF | 100.00% | 100.00% |
26.04.2024 | 0.70% | 99.94 % | 100.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'823 CHF | 150'873 CHF | 97.88% | 97.88% |
25.04.2024 | 0.70% | 99.88 % | 100.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'829 CHF | 150'879 CHF | 99.98% | 99.98% |
24.04.2024 | 0.70% | 99.89 % | 100.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'829 CHF | 150'879 CHF | 100.00% | 100.00% |