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 | 0.71% | 98.59 % | 99.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'801 CHF | 148'851 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 98.25 % | 98.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'392 CHF | 148'442 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 98.16 % | 98.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'095 CHF | 148'145 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.22 % | 98.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'261 CHF | 148'311 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.06 % | 98.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'165 CHF | 148'215 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 97.88 % | 98.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'874 CHF | 147'924 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 97.63 % | 98.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'516 CHF | 147'566 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 99.01 % | 99.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'566 CHF | 149'616 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.64 % | 99.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'866 CHF | 148'916 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 98.36 % | 99.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'694 CHF | 148'744 CHF | 100.00% | 100.00% |