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% | 99.42 % | 100.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'949 CHF | 149'999 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.39 % | 100.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'962 CHF | 150'012 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.54 % | 100.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'126 CHF | 150'176 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.19 % | 99.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'805 CHF | 149'855 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.12 % | 99.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'804 CHF | 149'854 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 99.01 % | 99.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'389 CHF | 149'439 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 101.55 % | 102.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'124 CHF | 153'174 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 101.30 % | 102.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'997 CHF | 153'047 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 101.16 % | 101.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'834 CHF | 152'884 CHF | 99.95% | 99.95% |
02.05.2024 | 0.69% | 100.87 % | 101.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'260 CHF | 152'310 CHF | 100.00% | 100.00% |