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 | 150'003 CHF | 151'053 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.04 % | 100.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'714 CHF | 150'764 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.46 % | 100.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'787 CHF | 149'837 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.33 % | 99.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'494 CHF | 148'544 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.36 % | 99.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'535 CHF | 148'585 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 98.23 % | 98.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'180 CHF | 148'230 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.25 % | 98.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'935 CHF | 147'985 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 97.58 % | 98.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'316 CHF | 147'366 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 97.72 % | 98.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'224 CHF | 147'274 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 96.98 % | 97.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'139 CHF | 146'189 CHF | 100.00% | 100.00% |