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 | 0.68% | 102.63 % | 103.33 % | 300'000 | 300'000 | 300'000 | 300'000 | 307'709 CHF | 309'809 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 102.52 % | 103.22 % | 300'000 | 300'000 | 300'000 | 300'000 | 307'216 CHF | 309'316 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 102.30 % | 103.00 % | 300'000 | 300'000 | 300'000 | 300'000 | 306'800 CHF | 308'900 CHF | 100.00% | 100.00% |
13.05.2024 | 0.68% | 102.14 % | 102.84 % | 300'000 | 300'000 | 300'000 | 300'000 | 306'723 CHF | 308'823 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 102.18 % | 102.88 % | 300'000 | 300'000 | 300'000 | 300'000 | 306'526 CHF | 308'626 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 101.96 % | 102.66 % | 300'000 | 300'000 | 300'000 | 300'000 | 305'640 CHF | 307'740 CHF | 100.00% | 100.00% |
07.05.2024 | 0.68% | 101.92 % | 102.62 % | 300'000 | 300'000 | 300'000 | 300'000 | 305'532 CHF | 307'632 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 101.74 % | 102.44 % | 300'000 | 300'000 | 300'000 | 300'000 | 305'144 CHF | 307'244 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 101.53 % | 102.23 % | 300'000 | 300'000 | 300'000 | 300'000 | 304'728 CHF | 306'828 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 101.19 % | 101.89 % | 300'000 | 300'000 | 300'000 | 300'000 | 303'806 CHF | 305'906 CHF | 100.00% | 100.00% |