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% | 101.22 % | 101.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'668 CHF | 152'718 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 100.99 % | 101.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'157 CHF | 153'207 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 101.06 % | 101.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'739 CHF | 151'789 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 100.24 % | 100.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'657 CHF | 151'707 CHF | 99.88% | 99.88% |
02.05.2024 | 0.70% | 100.18 % | 100.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'022 CHF | 151'072 CHF | 99.04% | 99.04% |
30.04.2024 | 0.70% | 99.77 % | 100.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'254 CHF | 151'304 CHF | 100.00% | 100.00% |
29.04.2024 | 0.70% | 100.01 % | 100.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'040 CHF | 151'090 CHF | 100.00% | 100.00% |
26.04.2024 | 0.69% | 100.05 % | 100.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'217 CHF | 152'267 CHF | 97.86% | 97.86% |
25.04.2024 | 0.70% | 100.02 % | 100.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'444 CHF | 151'494 CHF | 99.98% | 99.98% |
24.04.2024 | 0.69% | 99.96 % | 100.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'567 CHF | 151'617 CHF | 86.70% | 86.70% |