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 | 0.75% | 100.09 % | 100.84 % | 195'000 | 195'000 | 197'352 | 195'000 | 197'479 CHF | 196'590 CHF | 99.99% | 99.99% |
14.05.2024 | 0.75% | 100.11 % | 100.86 % | 195'000 | 195'000 | 199'382 | 195'000 | 199'214 CHF | 196'299 CHF | 99.93% | 99.93% |
13.05.2024 | 0.75% | 99.83 % | 100.58 % | 200'000 | 195'000 | 199'985 | 195'000 | 199'504 CHF | 195'994 CHF | 99.98% | 99.98% |
10.05.2024 | 0.75% | 99.60 % | 100.35 % | 200'000 | 195'000 | 200'000 | 195'000 | 199'416 CHF | 195'893 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 99.70 % | 100.45 % | 200'000 | 195'000 | 200'000 | 195'000 | 199'270 CHF | 195'750 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 99.34 % | 100.09 % | 200'000 | 195'000 | 200'000 | 196'730 | 198'591 CHF | 196'818 CHF | 99.99% | 99.99% |
06.05.2024 | 0.75% | 99.34 % | 100.09 % | 200'000 | 195'000 | 200'000 | 199'422 | 198'116 CHF | 199'037 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 98.93 % | 99.68 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'994 CHF | 199'494 CHF | 100.00% | 100.00% |
02.05.2024 | 0.75% | 99.04 % | 99.79 % | 200'000 | 200'000 | 200'000 | 199'194 | 198'322 CHF | 199'014 CHF | 99.97% | 99.97% |
30.04.2024 | 0.75% | 99.59 % | 100.34 % | 200'000 | 195'000 | 123'215 | 122'102 | 122'639 CHF | 122'445 CHF | 99.98% | 99.98% |