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% | 99.79 % | 100.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'491 CHF | 150'541 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.47 % | 100.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'025 CHF | 150'075 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.36 % | 100.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'067 CHF | 150'117 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.21 % | 99.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'837 CHF | 149'887 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 98.89 % | 99.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'291 CHF | 149'341 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.83 % | 99.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'090 CHF | 149'140 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 97.89 % | 98.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'801 CHF | 147'851 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 97.58 % | 98.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'332 CHF | 147'382 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 97.04 % | 97.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'654 CHF | 146'704 CHF | 100.00% | 100.00% |
30.04.2024 | 0.72% | 96.93 % | 97.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'768 CHF | 146'818 CHF | 100.00% | 100.00% |