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 | 0.78% | 89.34 % | 90.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 134'251 CHF | 135'301 CHF | 99.06% | 99.06% |
23.05.2024 | 0.77% | 89.95 % | 90.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'682 CHF | 136'732 CHF | 99.45% | 99.45% |
22.05.2024 | 0.77% | 90.65 % | 91.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'151 CHF | 137'201 CHF | 97.25% | 97.25% |
21.05.2024 | 0.76% | 91.57 % | 92.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'743 CHF | 138'793 CHF | 100.00% | 100.00% |
17.05.2024 | 0.76% | 92.14 % | 92.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'024 CHF | 139'074 CHF | 100.00% | 100.00% |
16.05.2024 | 0.76% | 91.30 % | 92.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'157 CHF | 138'207 CHF | 98.31% | 98.31% |
15.05.2024 | 0.78% | 89.80 % | 90.50 % | 150'000 | 150'000 | 150'000 | 149'996 | 133'863 CHF | 134'910 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 88.33 % | 89.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'198 CHF | 133'248 CHF | 100.00% | 100.00% |
13.05.2024 | 0.78% | 89.36 % | 90.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'681 CHF | 134'731 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 90.45 % | 91.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'002 CHF | 137'052 CHF | 100.00% | 100.00% |