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% | 99.62 % | 100.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'519 CHF | 150'569 CHF | 98.31% | 98.31% |
15.05.2024 | 0.70% | 99.18 % | 99.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'486 CHF | 149'536 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 98.59 % | 99.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'745 CHF | 148'795 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.91 % | 99.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'281 CHF | 149'331 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.37 % | 99.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'909 CHF | 148'959 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 97.92 % | 98.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'957 CHF | 148'007 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 97.74 % | 98.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'156 CHF | 147'206 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 97.12 % | 97.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'746 CHF | 146'796 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 96.79 % | 97.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'715 CHF | 145'765 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 95.95 % | 96.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'296 CHF | 146'346 CHF | 100.00% | 100.00% |