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% | 99.45 % | 100.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'118 CHF | 150'168 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.44 % | 100.14 % | 150'000 | 150'000 | 150'000 | 149'960 | 149'010 CHF | 150'020 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.14 % | 99.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'705 CHF | 149'755 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.22 % | 99.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'851 CHF | 149'901 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.24 % | 99.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'951 CHF | 150'001 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.04 % | 99.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'562 CHF | 149'612 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.05 % | 99.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'469 CHF | 149'519 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.79 % | 99.49 % | 150'000 | 150'000 | 150'000 | 149'977 | 148'114 CHF | 149'142 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.58 % | 99.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'704 CHF | 148'754 CHF | 99.97% | 99.97% |
02.05.2024 | 0.71% | 98.13 % | 98.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'253 CHF | 148'303 CHF | 100.00% | 100.00% |