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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.05% | 95.15 % | 96.15 % | 150'000 | 145'000 | 150'000 | 148'949 | 141'469 CHF | 141'962 CHF | 100.00% | 100.00% |
10.05.2024 | 1.04% | 94.55 % | 95.55 % | 150'000 | 145'000 | 150'000 | 149'745 | 142'964 CHF | 144'221 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 95.48 % | 96.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'888 CHF | 145'388 CHF | 100.00% | 100.00% |
07.05.2024 | 1.04% | 96.61 % | 97.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'126 CHF | 145'626 CHF | 100.00% | 100.00% |
06.05.2024 | 1.04% | 95.99 % | 96.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'656 CHF | 145'156 CHF | 100.00% | 100.00% |
03.05.2024 | 1.07% | 94.87 % | 95.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'867 CHF | 141'367 CHF | 99.50% | 99.50% |
02.05.2024 | 1.07% | 91.41 % | 92.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'519 CHF | 141'019 CHF | 100.00% | 100.00% |
30.04.2024 | 1.06% | 92.73 % | 93.73 % | 150'000 | 118'000 | 150'000 | 142'321 | 140'297 CHF | 134'567 CHF | 100.00% | 100.00% |
29.04.2024 | 1.06% | 93.62 % | 94.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'279 CHF | 141'779 CHF | 100.00% | 100.00% |
26.04.2024 | 1.08% | 92.75 % | 93.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'914 CHF | 139'414 CHF | 100.00% | 100.00% |