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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.70% | 99.66 % | 100.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'452 CHF | 150'502 CHF | 99.41% | 99.41% |
22.05.2024 | 0.70% | 99.56 % | 100.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'311 CHF | 150'361 CHF | 97.24% | 97.24% |
21.05.2024 | 0.70% | 99.46 % | 100.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'570 CHF | 150'620 CHF | 100.00% | 100.00% |
17.05.2024 | 0.70% | 99.82 % | 100.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'702 CHF | 150'752 CHF | 100.00% | 100.00% |
16.05.2024 | 0.70% | 99.72 % | 100.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'646 CHF | 150'696 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.79 % | 100.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'424 CHF | 150'474 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.02 % | 99.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'722 CHF | 149'772 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.09 % | 99.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'866 CHF | 149'916 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.33 % | 100.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'072 CHF | 150'122 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 101.00 % | 101.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'640 CHF | 152'690 CHF | 100.00% | 100.00% |