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% | 100.13 % | 100.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'192 CHF | 151'242 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.10 % | 100.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'062 CHF | 151'112 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 100.01 % | 100.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'941 CHF | 150'991 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.93 % | 100.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'923 CHF | 150'973 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.99 % | 100.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'012 CHF | 151'062 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 99.93 % | 100.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'900 CHF | 150'950 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 99.89 % | 100.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'746 CHF | 150'796 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.69 % | 100.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'525 CHF | 150'575 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.58 % | 100.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'333 CHF | 150'383 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.42 % | 100.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'189 CHF | 150'239 CHF | 100.00% | 100.00% |