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 | 0.70% | 100.25 % | 100.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'140 CHF | 151'190 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.04 % | 100.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'811 CHF | 150'861 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.89 % | 100.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'740 CHF | 150'790 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.66 % | 100.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'582 CHF | 150'632 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.70 % | 100.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'702 CHF | 150'752 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.49 % | 100.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'012 CHF | 150'062 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.34 % | 100.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'734 CHF | 149'784 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.13 % | 99.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'738 CHF | 149'788 CHF | 99.85% | 99.85% |
03.05.2024 | 0.70% | 98.95 % | 99.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'456 CHF | 149'506 CHF | 99.96% | 99.96% |
02.05.2024 | 0.71% | 98.36 % | 99.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'586 CHF | 148'636 CHF | 100.00% | 100.00% |