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% | 100.35 % | 101.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'471 CHF | 151'521 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.30 % | 101.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'993 CHF | 151'043 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.45 % | 100.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'278 CHF | 150'328 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.34 % | 100.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'265 CHF | 150'315 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.47 % | 100.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'428 CHF | 150'478 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.22 % | 99.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'810 CHF | 149'860 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.98 % | 99.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'153 CHF | 149'203 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.56 % | 99.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'017 CHF | 149'067 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.50 % | 99.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'718 CHF | 148'768 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 98.01 % | 98.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'332 CHF | 148'382 CHF | 100.00% | 100.00% |