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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.70% | 99.98 % | 100.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'976 CHF | 151'026 CHF | 97.56% | 97.56% |
14.05.2024 | 0.69% | 100.72 % | 101.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'204 CHF | 152'254 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 100.77 % | 101.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'010 CHF | 152'060 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 100.37 % | 101.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'707 CHF | 151'757 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.80 % | 100.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'781 CHF | 150'831 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.37 % | 100.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'807 CHF | 149'857 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 98.93 % | 99.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'462 CHF | 149'512 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.74 % | 99.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'159 CHF | 149'209 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 98.65 % | 99.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'253 CHF | 149'303 CHF | 100.00% | 100.00% |
30.04.2024 | 0.70% | 98.93 % | 99.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'578 CHF | 149'628 CHF | 100.00% | 100.00% |