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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.70% | 99.20 % | 99.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'589 CHF | 149'639 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 98.98 % | 99.68 % | 150'000 | 150'000 | 150'000 | 149'930 | 148'445 CHF | 149'425 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 98.98 % | 99.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'493 CHF | 149'543 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 98.91 % | 99.61 % | 150'000 | 150'000 | 150'000 | 149'917 | 148'458 CHF | 149'425 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 98.73 % | 99.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'074 CHF | 149'124 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.70 % | 99.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'912 CHF | 148'962 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.40 % | 99.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'522 CHF | 148'572 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.12 % | 98.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'059 CHF | 148'109 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 97.79 % | 98.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'713 CHF | 147'763 CHF | 100.00% | 100.00% |
30.04.2024 | 0.71% | 97.77 % | 98.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'880 CHF | 147'930 CHF | 100.00% | 100.00% |