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 | 0.75% | 99.03 % | 99.78 % | 151'000 | 150'000 | 150'698 | 149'697 | 149'514 CHF | 149'643 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 99.53 % | 100.28 % | 150'000 | 149'000 | 150'994 | 149'994 | 149'575 CHF | 149'710 CHF | 100.00% | 100.00% |
14.05.2024 | 0.75% | 99.16 % | 99.91 % | 151'000 | 130'000 | 151'000 | 130'021 | 149'534 CHF | 129'733 CHF | 100.00% | 100.00% |
13.05.2024 | 0.75% | 99.51 % | 100.26 % | 150'000 | 149'000 | 150'948 | 149'708 | 149'781 CHF | 149'674 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 99.33 % | 100.08 % | 151'000 | 149'000 | 150'757 | 149'656 | 149'601 CHF | 149'631 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 99.12 % | 99.87 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'561 CHF | 149'695 CHF | 100.00% | 100.00% |
07.05.2024 | 0.76% | 99.01 % | 99.76 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'423 CHF | 149'559 CHF | 100.00% | 100.00% |
06.05.2024 | 0.76% | 98.77 % | 99.52 % | 151'000 | 150'000 | 151'000 | 149'984 | 149'412 CHF | 149'532 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 98.75 % | 99.50 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'370 CHF | 149'506 CHF | 99.97% | 99.97% |
02.05.2024 | 0.75% | 98.80 % | 99.55 % | 151'000 | 150'000 | 151'000 | 150'000 | 149'440 CHF | 149'576 CHF | 99.98% | 99.98% |