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% | 100.68 % | 101.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'907 CHF | 151'957 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 100.59 % | 101.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'714 CHF | 151'764 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 100.36 % | 101.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'396 CHF | 151'446 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 100.26 % | 100.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'454 CHF | 151'504 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 100.16 % | 100.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'255 CHF | 151'305 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.83 % | 100.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'684 CHF | 150'734 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.77 % | 100.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'444 CHF | 150'494 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.87 % | 99.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'298 CHF | 149'348 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.35 % | 99.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'628 CHF | 148'678 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 98.26 % | 98.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'429 CHF | 148'479 CHF | 100.00% | 100.00% |