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 | 0.70% | 99.69 % | 100.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'564 CHF | 150'614 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.68 % | 100.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'399 CHF | 150'449 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.56 % | 100.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'303 CHF | 150'353 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.53 % | 100.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'334 CHF | 150'384 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.50 % | 100.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'326 CHF | 150'376 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.44 % | 100.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'205 CHF | 150'255 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.79 % | 100.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'612 CHF | 150'662 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.63 % | 100.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'419 CHF | 150'469 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.51 % | 100.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'185 CHF | 150'235 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.26 % | 99.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'897 CHF | 149'947 CHF | 100.00% | 100.00% |