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 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 147'403 | 147'403 | 148'210 CHF | 149'389 CHF | 99.74% | 99.74% |
15.05.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 150'014 | 150'014 | 150'598 CHF | 152'099 CHF | 98.27% | 98.27% |
14.05.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 149'033 | 149'033 | 149'382 CHF | 150'872 CHF | 98.97% | 98.97% |
13.05.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 148'679 | 148'679 | 149'301 CHF | 150'490 CHF | 99.66% | 99.66% |
10.05.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 147'741 | 147'741 | 148'332 CHF | 149'514 CHF | 99.84% | 99.84% |
08.05.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 140'307 | 140'307 | 140'544 CHF | 141'947 CHF | 97.42% | 97.42% |
07.05.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 148'666 | 148'666 | 148'813 CHF | 150'300 CHF | 99.57% | 99.57% |
06.05.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 148'326 | 148'326 | 148'303 CHF | 149'489 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 99.70 % | 100.50 % | 500'000 | 500'000 | 148'309 | 148'309 | 147'916 CHF | 149'129 CHF | 100.00% | 100.00% |
02.05.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 150'126 | 150'126 | 149'376 CHF | 150'878 CHF | 98.11% | 98.11% |