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 | 0.70% | 99.13 % | 99.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'544 CHF | 149'594 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 98.82 % | 99.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'856 CHF | 148'906 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 98.30 % | 99.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'314 CHF | 148'364 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.39 % | 99.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'642 CHF | 148'692 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.08 % | 98.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'464 CHF | 148'514 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 97.83 % | 98.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'648 CHF | 147'698 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 97.73 % | 98.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'167 CHF | 147'217 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 97.24 % | 97.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'882 CHF | 146'932 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 96.89 % | 97.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'260 CHF | 146'310 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 96.32 % | 97.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'950 CHF | 146'000 CHF | 100.00% | 100.00% |