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% | 100.18 % | 100.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'293 CHF | 151'343 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.88 % | 100.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'642 CHF | 150'692 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.44 % | 100.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'924 CHF | 149'974 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.55 % | 100.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'282 CHF | 150'332 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.17 % | 99.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'076 CHF | 150'126 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 98.92 % | 99.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'483 CHF | 149'533 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.97 % | 99.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'172 CHF | 149'222 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.42 % | 99.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'541 CHF | 148'591 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.14 % | 98.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'671 CHF | 147'721 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 97.29 % | 97.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'414 CHF | 148'464 CHF | 100.00% | 100.00% |