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% | 97.62 % | 98.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'526 CHF | 147'576 CHF | 100.00% | 100.00% |
15.05.2024 | 0.72% | 97.68 % | 98.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'216 CHF | 147'266 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 96.86 % | 97.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'260 CHF | 146'310 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.54 % | 99.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'002 CHF | 149'052 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.68 % | 99.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'087 CHF | 149'137 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 98.50 % | 99.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'834 CHF | 148'884 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.37 % | 99.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'442 CHF | 148'492 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.14 % | 98.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'263 CHF | 148'313 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.13 % | 98.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'134 CHF | 148'184 CHF | 99.96% | 99.96% |
02.05.2024 | 0.71% | 97.73 % | 98.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'760 CHF | 147'810 CHF | 100.00% | 100.00% |