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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.69% | 100.53 % | 101.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'760 CHF | 151'810 CHF | 100.00% | 100.00% |
16.05.2024 | 0.69% | 100.52 % | 101.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'756 CHF | 151'806 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 100.63 % | 101.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'640 CHF | 151'690 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.84 % | 100.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'735 CHF | 150'785 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.83 % | 100.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'010 CHF | 151'060 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 100.03 % | 100.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'001 CHF | 151'051 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.85 % | 100.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'923 CHF | 150'973 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.82 % | 100.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'870 CHF | 150'920 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.75 % | 99.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'992 CHF | 149'042 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.38 % | 99.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'481 CHF | 148'531 CHF | 99.99% | 99.99% |