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 | 0.69% | 101.43 % | 102.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'158 CHF | 153'208 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 101.25 % | 101.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'818 CHF | 152'868 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 101.18 % | 101.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'737 CHF | 152'787 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 101.29 % | 101.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'921 CHF | 152'971 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 101.22 % | 101.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'812 CHF | 152'862 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.96 % | 101.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'437 CHF | 152'487 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 100.83 % | 101.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'111 CHF | 152'161 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 100.62 % | 101.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'826 CHF | 151'876 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 100.29 % | 100.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'476 CHF | 151'526 CHF | 99.96% | 99.96% |
02.05.2024 | 0.70% | 100.19 % | 100.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'262 CHF | 151'312 CHF | 100.00% | 100.00% |