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% | 99.36 % | 100.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'959 CHF | 150'009 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.76 % | 100.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'327 CHF | 150'377 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.39 % | 100.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'146 CHF | 150'196 CHF | 16.38% | 16.38% |
13.05.2024 | 0.71% | 98.42 % | 99.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'793 CHF | 148'843 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.25 % | 98.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'610 CHF | 148'660 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 97.93 % | 98.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'828 CHF | 147'878 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 97.67 % | 98.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'080 CHF | 147'130 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 97.18 % | 97.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'890 CHF | 146'940 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 97.00 % | 97.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'621 CHF | 146'671 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 96.65 % | 97.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'801 CHF | 145'851 CHF | 100.00% | 100.00% |