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% | 99.83 % | 100.58 % | 150'000 | 149'000 | 149'571 | 148'372 | 149'423 CHF | 149'338 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 99.70 % | 100.45 % | 150'000 | 149'000 | 150'000 | 149'000 | 149'583 CHF | 149'703 CHF | 99.99% | 99.99% |
14.05.2024 | 0.75% | 99.72 % | 100.47 % | 150'000 | 149'000 | 149'988 | 148'954 | 149'554 CHF | 149'639 CHF | 99.93% | 99.93% |
13.05.2024 | 0.75% | 99.78 % | 100.53 % | 150'000 | 149'000 | 150'029 | 149'000 | 149'310 CHF | 149'403 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 99.34 % | 100.09 % | 150'000 | 149'000 | 150'560 | 149'174 | 149'582 CHF | 149'325 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 98.17 % | 98.90 % | 152'000 | 151'000 | 152'842 | 151'803 | 149'426 CHF | 149'518 CHF | 99.99% | 99.99% |
07.05.2024 | 0.74% | 97.55 % | 98.28 % | 153'000 | 152'000 | 152'559 | 151'386 | 149'531 CHF | 149'489 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 97.31 % | 98.04 % | 154'000 | 152'000 | 154'028 | 152'992 | 149'415 CHF | 149'527 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 96.45 % | 97.18 % | 155'000 | 154'000 | 155'005 | 153'918 | 149'559 CHF | 149'634 CHF | 99.93% | 99.93% |
02.05.2024 | 0.76% | 96.17 % | 96.90 % | 155'000 | 154'000 | 155'222 | 154'038 | 149'446 CHF | 149'431 CHF | 99.97% | 99.97% |