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% | 100.13 % | 100.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'290 CHF | 151'340 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.94 % | 100.64 % | 150'000 | 150'000 | 150'000 | 149'983 | 149'765 CHF | 150'798 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.75 % | 100.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'552 CHF | 150'602 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.83 % | 100.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'686 CHF | 150'736 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.55 % | 100.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'501 CHF | 150'551 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.36 % | 100.06 % | 150'000 | 150'000 | 150'000 | 149'915 | 149'026 CHF | 149'990 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.24 % | 99.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'610 CHF | 149'660 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 98.93 % | 99.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'577 CHF | 149'627 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.88 % | 99.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'192 CHF | 149'242 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 98.64 % | 99.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'494 CHF | 149'544 CHF | 100.00% | 100.00% |