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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.70% | 99.70 % | 100.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'639 CHF | 150'689 CHF | 97.25% | 97.25% |
21.05.2024 | 0.70% | 99.90 % | 100.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'005 CHF | 151'055 CHF | 100.00% | 100.00% |
17.05.2024 | 0.70% | 100.03 % | 100.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'006 CHF | 151'056 CHF | 76.89% | 76.89% |
16.05.2024 | 0.70% | 99.13 % | 99.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'544 CHF | 149'594 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 98.82 % | 99.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'856 CHF | 148'906 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 98.30 % | 99.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'314 CHF | 148'364 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.39 % | 99.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'642 CHF | 148'692 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.08 % | 98.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'464 CHF | 148'514 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 97.83 % | 98.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'648 CHF | 147'698 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 97.73 % | 98.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'167 CHF | 147'217 CHF | 100.00% | 100.00% |