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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.71% | 98.25 % | 98.95 % | 150'000 | 150'000 | 150'000 | 149'975 | 147'243 CHF | 148'268 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.30 % | 99.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'437 CHF | 148'487 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.61 % | 99.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'012 CHF | 149'062 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 98.49 % | 99.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'687 CHF | 148'737 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.19 % | 98.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'005 CHF | 148'055 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 97.76 % | 98.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'760 CHF | 147'810 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 97.51 % | 98.21 % | 150'000 | 150'000 | 150'000 | 149'978 | 146'243 CHF | 147'271 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 97.28 % | 97.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'249 CHF | 147'299 CHF | 100.00% | 100.00% |
30.04.2024 | 0.71% | 97.67 % | 98.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'526 CHF | 147'576 CHF | 100.00% | 100.00% |
29.04.2024 | 0.71% | 97.65 % | 98.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'481 CHF | 147'531 CHF | 100.00% | 100.00% |