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% | 100.01 % | 100.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'953 CHF | 151'003 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.66 % | 100.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'309 CHF | 150'359 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.44 % | 100.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'943 CHF | 149'993 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.59 % | 100.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'368 CHF | 150'418 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.57 % | 100.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'685 CHF | 150'735 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.86 % | 100.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'689 CHF | 150'739 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.62 % | 100.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'039 CHF | 150'089 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.03 % | 99.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'699 CHF | 149'749 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.02 % | 99.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'478 CHF | 149'528 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 98.77 % | 99.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'542 CHF | 149'592 CHF | 100.00% | 100.00% |