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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.70% | 99.74 % | 100.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'612 CHF | 150'662 CHF | 100.00% | 100.00% |
16.05.2024 | 0.70% | 99.63 % | 100.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'531 CHF | 150'581 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.58 % | 100.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'212 CHF | 150'262 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.36 % | 100.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'956 CHF | 150'006 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.44 % | 100.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'078 CHF | 150'128 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.22 % | 99.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'999 CHF | 150'049 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.02 % | 99.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'550 CHF | 149'600 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.92 % | 99.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'107 CHF | 149'157 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.60 % | 99.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'035 CHF | 149'085 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.52 % | 99.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'674 CHF | 148'724 CHF | 100.00% | 100.00% |