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% | 99.92 % | 100.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'857 CHF | 150'907 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 102.16 % | 102.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'131 CHF | 154'181 CHF | 100.00% | 100.00% |
14.05.2024 | 0.68% | 102.10 % | 102.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'064 CHF | 154'114 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 101.55 % | 102.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'391 CHF | 153'441 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 101.66 % | 102.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'424 CHF | 153'474 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 101.45 % | 102.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'086 CHF | 153'136 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 101.58 % | 102.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'410 CHF | 153'460 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 101.10 % | 101.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'154 CHF | 153'204 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 101.34 % | 102.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'029 CHF | 153'079 CHF | 99.95% | 99.95% |
02.05.2024 | 0.69% | 101.08 % | 101.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'736 CHF | 152'786 CHF | 100.00% | 100.00% |