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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.70% | 100.25 % | 100.95 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'699 CHF | 302'799 CHF | 100.00% | 100.00% |
16.05.2024 | 0.70% | 100.22 % | 100.92 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'676 CHF | 302'776 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.19 % | 100.89 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'185 CHF | 302'285 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.97 % | 100.67 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'895 CHF | 301'995 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.98 % | 100.68 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'024 CHF | 302'124 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.95 % | 100.65 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'008 CHF | 302'108 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.77 % | 100.47 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'310 CHF | 301'410 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.76 % | 100.46 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'012 CHF | 301'112 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.46 % | 100.16 % | 300'000 | 300'000 | 300'000 | 300'000 | 298'224 CHF | 300'324 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.22 % | 99.92 % | 300'000 | 300'000 | 300'000 | 300'000 | 297'305 CHF | 299'405 CHF | 99.98% | 99.98% |