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% | 101.60 % | 102.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'520 CHF | 153'570 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 101.70 % | 102.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'404 CHF | 153'454 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 101.61 % | 102.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'252 CHF | 153'302 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 101.46 % | 102.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'211 CHF | 153'261 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 101.68 % | 102.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'797 CHF | 153'847 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 101.96 % | 102.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'751 CHF | 153'801 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 101.53 % | 102.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'440 CHF | 153'490 CHF | 100.00% | 100.00% |
06.05.2024 | 0.68% | 101.91 % | 102.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'869 CHF | 153'919 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 101.94 % | 102.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'885 CHF | 153'935 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 101.72 % | 102.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'320 CHF | 153'370 CHF | 100.00% | 100.00% |