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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.70% | 99.15 % | 99.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'559 CHF | 149'609 CHF | 99.98% | 99.98% |
14.05.2024 | 0.70% | 98.97 % | 99.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'419 CHF | 149'469 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 98.93 % | 99.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'418 CHF | 149'468 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 98.94 % | 99.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'505 CHF | 149'555 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.45 % | 99.70 % | 120'000 | 150'000 | 149'508 | 150'000 | 147'709 CHF | 149'237 CHF | 76.36% | 76.51% |
07.05.2024 | 0.71% | 98.74 % | 99.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'012 CHF | 149'062 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.49 % | 99.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'675 CHF | 148'725 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.25 % | 99.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'812 CHF | 149'862 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 98.83 % | 99.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'331 CHF | 149'381 CHF | 100.00% | 100.00% |
30.04.2024 | 0.70% | 99.02 % | 99.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'727 CHF | 149'777 CHF | 100.00% | 100.00% |