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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.70% | 99.54 % | 100.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'296 CHF | 150'346 CHF | 99.05% | 99.05% |
23.05.2024 | 0.70% | 99.68 % | 100.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'635 CHF | 150'685 CHF | 99.45% | 99.45% |
22.05.2024 | 0.70% | 99.79 % | 100.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'728 CHF | 150'778 CHF | 97.24% | 97.24% |
21.05.2024 | 0.70% | 100.12 % | 100.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'278 CHF | 151'328 CHF | 100.00% | 100.00% |
17.05.2024 | 0.70% | 100.17 % | 100.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'274 CHF | 151'324 CHF | 100.00% | 100.00% |
16.05.2024 | 0.70% | 100.13 % | 100.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'290 CHF | 151'340 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.94 % | 100.64 % | 150'000 | 150'000 | 150'000 | 149'983 | 149'765 CHF | 150'798 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.75 % | 100.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'552 CHF | 150'602 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.83 % | 100.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'686 CHF | 150'736 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 99.55 % | 100.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'501 CHF | 150'551 CHF | 100.00% | 100.00% |