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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.70% | 100.10 % | 100.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'930 CHF | 150'980 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.71 % | 100.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'243 CHF | 150'293 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.62 % | 100.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'452 CHF | 150'502 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.40 % | 100.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'980 CHF | 150'030 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.02 % | 99.72 % | 150'000 | 150'000 | 150'000 | 149'963 | 148'623 CHF | 149'637 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 98.94 % | 99.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'434 CHF | 149'484 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 97.29 % | 97.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'820 CHF | 146'870 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 96.78 % | 97.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'897 CHF | 145'947 CHF | 99.97% | 99.97% |
02.05.2024 | 0.72% | 96.17 % | 96.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'668 CHF | 145'718 CHF | 100.00% | 100.00% |
30.04.2024 | 0.72% | 96.31 % | 97.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'779 CHF | 145'829 CHF | 100.00% | 100.00% |