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% | 99.99 % | 100.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'956 CHF | 151'006 CHF | 100.00% | 100.00% |
16.05.2024 | 0.70% | 99.83 % | 100.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'811 CHF | 150'861 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.53 % | 100.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'132 CHF | 150'182 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 100.56 % | 101.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'636 CHF | 151'686 CHF | 21.17% | 21.17% |
13.05.2024 | 0.69% | 100.72 % | 101.42 % | 150'000 | 150'000 | 149'989 | 150'000 | 151'037 CHF | 152'099 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 100.21 % | 100.91 % | 150'000 | 150'000 | 149'959 | 150'000 | 150'509 CHF | 151'600 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 100.18 % | 100.88 % | 150'000 | 150'000 | 149'717 | 150'000 | 150'077 CHF | 151'411 CHF | 95.98% | 95.98% |
07.05.2024 | 0.70% | 100.11 % | 100.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'921 CHF | 150'971 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.66 % | 100.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'521 CHF | 150'571 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.38 % | 100.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'752 CHF | 149'802 CHF | 100.00% | 100.00% |