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 | 0.75% | 99.82 % | 100.57 % | 200'000 | 198'000 | 199'440 | 198'180 | 199'390 CHF | 199'617 CHF | 99.99% | 99.99% |
15.05.2024 | 0.75% | 100.28 % | 101.03 % | 199'000 | 197'000 | 199'537 | 197'927 | 199'553 CHF | 199'427 CHF | 99.92% | 99.92% |
14.05.2024 | 0.75% | 100.15 % | 100.90 % | 199'000 | 198'000 | 199'488 | 198'272 | 199'347 CHF | 199'620 CHF | 100.00% | 100.00% |
13.05.2024 | 0.75% | 100.14 % | 100.89 % | 199'000 | 198'000 | 199'553 | 198'000 | 199'624 CHF | 199'555 CHF | 99.99% | 99.99% |
10.05.2024 | 0.75% | 100.01 % | 100.76 % | 199'000 | 198'000 | 199'111 | 197'990 | 199'217 CHF | 199'580 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 200'000 | 198'163 | 199'582 CHF | 199'235 CHF | 99.99% | 99.99% |
07.05.2024 | 0.75% | 99.64 % | 100.39 % | 200'000 | 199'000 | 200'000 | 198'906 | 199'271 CHF | 199'672 CHF | 99.99% | 99.99% |
06.05.2024 | 0.75% | 99.51 % | 100.26 % | 200'000 | 199'000 | 200'137 | 198'984 | 199'286 CHF | 199'630 CHF | 99.98% | 99.98% |
03.05.2024 | 0.75% | 99.26 % | 100.01 % | 201'000 | 199'000 | 200'950 | 199'135 | 199'599 CHF | 199'290 CHF | 99.94% | 99.94% |
02.05.2024 | 0.75% | 99.25 % | 100.00 % | 201'000 | 200'000 | 200'974 | 199'504 | 199'517 CHF | 199'554 CHF | 99.95% | 99.95% |