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% | 99.80 % | 100.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'546 CHF | 150'596 CHF | 98.31% | 98.31% |
15.05.2024 | 0.71% | 99.03 % | 99.73 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'313 CHF | 149'363 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 98.65 % | 99.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'636 CHF | 148'686 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.84 % | 99.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'260 CHF | 149'310 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.71 % | 99.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'173 CHF | 149'223 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 98.43 % | 99.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'492 CHF | 148'542 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.00 % | 98.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'414 CHF | 147'464 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 97.07 % | 97.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'744 CHF | 146'794 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 96.69 % | 97.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'106 CHF | 146'156 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 96.48 % | 97.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'250 CHF | 146'300 CHF | 100.00% | 100.00% |