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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.75% | 99.25 % | 100.00 % | 200'000 | 200'000 | 200'000 | 196'639 | 198'557 CHF | 196'694 CHF | 99.90% | 99.90% |
13.05.2024 | 0.74% | 99.43 % | 100.18 % | 200'000 | 195'000 | 200'000 | 197'867 | 198'452 CHF | 197'799 CHF | 99.99% | 99.99% |
10.05.2024 | 0.75% | 99.05 % | 99.80 % | 200'000 | 200'000 | 200'000 | 198'330 | 198'365 CHF | 198'192 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 99.77 % | 100.52 % | 200'000 | 195'000 | 199'976 | 195'000 | 199'638 CHF | 196'133 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 99.56 % | 100.31 % | 200'000 | 195'000 | 200'000 | 197'809 | 198'353 CHF | 197'652 CHF | 99.98% | 99.98% |
06.05.2024 | 0.75% | 98.68 % | 99.42 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'636 CHF | 199'125 CHF | 99.99% | 99.99% |
03.05.2024 | 0.75% | 98.92 % | 99.66 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'664 CHF | 199'147 CHF | 100.00% | 100.00% |
02.05.2024 | 0.75% | 98.61 % | 99.35 % | 200'000 | 200'000 | 200'063 | 200'000 | 197'348 CHF | 198'768 CHF | 99.99% | 99.99% |
30.04.2024 | 0.75% | 98.57 % | 99.31 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'192 CHF | 198'672 CHF | 100.00% | 100.00% |
29.04.2024 | 0.75% | 98.58 % | 99.32 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'387 CHF | 198'869 CHF | 100.00% | 100.00% |