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% | 100.25 % | 100.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'142 CHF | 151'192 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.20 % | 100.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'876 CHF | 150'926 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.68 % | 100.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'635 CHF | 150'685 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.50 % | 100.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'515 CHF | 150'565 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.74 % | 100.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'673 CHF | 150'723 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.47 % | 100.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'106 CHF | 150'156 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.37 % | 100.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'729 CHF | 149'779 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.07 % | 99.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'678 CHF | 149'728 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 98.93 % | 99.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'543 CHF | 149'593 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 98.46 % | 99.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'823 CHF | 148'873 CHF | 100.00% | 100.00% |