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% | 101.25 % | 101.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'887 CHF | 152'937 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 101.23 % | 101.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'780 CHF | 152'830 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 101.05 % | 101.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'538 CHF | 152'588 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.86 % | 101.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'344 CHF | 152'394 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.91 % | 101.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'305 CHF | 152'355 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 100.80 % | 101.50 % | 150'000 | 150'000 | 149'996 | 150'000 | 151'218 CHF | 152'272 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 100.74 % | 101.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'018 CHF | 152'068 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 100.62 % | 101.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'927 CHF | 151'977 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 100.63 % | 101.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'914 CHF | 151'964 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 100.44 % | 101.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'677 CHF | 151'727 CHF | 100.00% | 100.00% |