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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.70% | 99.89 % | 100.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'558 CHF | 150'608 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.51 % | 100.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'161 CHF | 150'211 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.46 % | 100.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'192 CHF | 150'242 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.20 % | 99.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'015 CHF | 150'065 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 98.85 % | 99.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'311 CHF | 149'361 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.80 % | 99.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'883 CHF | 148'933 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 97.88 % | 98.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'947 CHF | 147'997 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 97.59 % | 98.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'310 CHF | 147'360 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 97.04 % | 97.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'065 CHF | 147'115 CHF | 100.00% | 100.00% |
30.04.2024 | 0.72% | 97.25 % | 97.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'141 CHF | 147'191 CHF | 100.00% | 100.00% |