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 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 150'023 | 150'023 | 150'167 CHF | 151'668 CHF | 98.27% | 98.27% |
14.05.2024 | 1.00% | 100.00 % | 101.00 % | 500'000 | 500'000 | 149'057 | 149'057 | 149'052 CHF | 150'542 CHF | 98.97% | 98.97% |
13.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 148'679 | 148'679 | 148'819 CHF | 150'008 CHF | 99.66% | 99.66% |
10.05.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 147'740 | 147'740 | 147'814 CHF | 148'996 CHF | 99.84% | 99.84% |
08.05.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 140'308 | 140'308 | 140'006 CHF | 141'409 CHF | 97.42% | 97.42% |
07.05.2024 | 1.00% | 99.90 % | 100.90 % | 500'000 | 500'000 | 148'702 | 148'702 | 148'518 CHF | 150'005 CHF | 99.57% | 99.57% |
06.05.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 148'890 | 148'890 | 148'302 CHF | 149'493 CHF | 99.43% | 99.43% |
03.05.2024 | 0.85% | 99.50 % | 100.30 % | 500'000 | 500'000 | 148'293 | 148'293 | 147'512 CHF | 148'725 CHF | 100.00% | 100.00% |
02.05.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 150'126 | 150'083 | 148'801 CHF | 150'259 CHF | 98.11% | 98.11% |
30.04.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 149'071 | 149'071 | 148'268 CHF | 149'460 CHF | 99.23% | 99.23% |