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 | 0.72% | 97.18 % | 97.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'490 CHF | 146'540 CHF | 100.00% | 100.00% |
15.05.2024 | 0.72% | 96.81 % | 97.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'844 CHF | 145'894 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 96.51 % | 97.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'597 CHF | 145'647 CHF | 100.00% | 100.00% |
13.05.2024 | 0.72% | 96.35 % | 97.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'594 CHF | 145'644 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 97.08 % | 97.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'809 CHF | 146'859 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 96.75 % | 97.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'917 CHF | 145'967 CHF | 100.00% | 100.00% |
07.05.2024 | 0.73% | 96.43 % | 97.13 % | 150'000 | 150'000 | 150'000 | 149'930 | 144'121 CHF | 145'103 CHF | 100.00% | 100.00% |
06.05.2024 | 0.73% | 95.88 % | 96.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'982 CHF | 145'032 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 95.60 % | 96.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'516 CHF | 144'566 CHF | 100.00% | 100.00% |
02.05.2024 | 0.73% | 95.11 % | 95.81 % | 150'000 | 150'000 | 150'000 | 149'919 | 142'967 CHF | 143'939 CHF | 100.00% | 100.00% |