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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.70% | 99.92 % | 100.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'842 CHF | 150'892 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.65 % | 100.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'305 CHF | 150'355 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.22 % | 99.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'632 CHF | 149'682 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.20 % | 99.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'788 CHF | 149'838 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.57 % | 99.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'807 CHF | 148'857 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.19 % | 98.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'095 CHF | 148'145 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 100.44 % | 101.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'661 CHF | 151'711 CHF | 100.00% | 100.00% |
30.04.2024 | 0.70% | 99.84 % | 100.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'900 CHF | 150'950 CHF | 100.00% | 100.00% |
29.04.2024 | 0.70% | 99.69 % | 100.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'640 CHF | 150'690 CHF | 100.00% | 100.00% |
26.04.2024 | 0.70% | 99.91 % | 100.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'598 CHF | 150'648 CHF | 97.88% | 97.88% |