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% | 100.30 % | 101.00 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'971 CHF | 303'071 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.37 % | 101.07 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'950 CHF | 303'050 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 100.19 % | 100.89 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'243 CHF | 302'343 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 100.04 % | 100.74 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'184 CHF | 302'284 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.83 % | 100.53 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'212 CHF | 301'312 CHF | 99.94% | 99.94% |
08.05.2024 | 0.70% | 99.51 % | 100.21 % | 300'000 | 300'000 | 300'000 | 300'000 | 298'841 CHF | 300'941 CHF | 94.44% | 94.44% |
07.05.2024 | 0.70% | 99.82 % | 100.52 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'442 CHF | 301'542 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.17 % | 98.87 % | 300'000 | 300'000 | 300'000 | 300'000 | 293'971 CHF | 296'071 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 97.54 % | 98.24 % | 300'000 | 300'000 | 300'000 | 300'000 | 292'176 CHF | 294'276 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 97.05 % | 97.75 % | 300'000 | 300'000 | 300'000 | 300'000 | 291'435 CHF | 293'535 CHF | 100.00% | 100.00% |