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% | 99.69 % | 100.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'491 CHF | 150'541 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.59 % | 100.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'197 CHF | 150'247 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.40 % | 100.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'018 CHF | 150'068 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.23 % | 99.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'933 CHF | 149'983 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.19 % | 99.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'995 CHF | 150'045 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.12 % | 99.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'609 CHF | 149'659 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 99.06 % | 99.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'372 CHF | 149'422 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.77 % | 99.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'228 CHF | 149'278 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.58 % | 99.28 % | 150'000 | 150'000 | 150'000 | 149'960 | 147'888 CHF | 148'898 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 98.35 % | 99.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'782 CHF | 148'832 CHF | 100.00% | 100.00% |