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% | 99.92 % | 100.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'926 CHF | 150'976 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.92 % | 100.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'713 CHF | 150'763 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.80 % | 100.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'639 CHF | 150'689 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.78 % | 100.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'653 CHF | 150'703 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.80 % | 100.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'727 CHF | 150'777 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.71 % | 100.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'574 CHF | 150'624 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.61 % | 100.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'341 CHF | 150'391 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.36 % | 100.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'032 CHF | 150'082 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.23 % | 99.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'822 CHF | 149'872 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.08 % | 99.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'684 CHF | 149'734 CHF | 100.00% | 100.00% |