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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.71% | 98.50 % | 99.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'904 CHF | 148'954 CHF | 99.35% | 99.35% |
24.05.2024 | 0.71% | 98.81 % | 99.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'157 CHF | 149'207 CHF | 99.04% | 99.04% |
23.05.2024 | 0.71% | 98.92 % | 99.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'961 CHF | 149'011 CHF | 99.40% | 99.40% |
22.05.2024 | 0.70% | 99.64 % | 100.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'140 CHF | 150'190 CHF | 97.25% | 97.25% |
21.05.2024 | 0.70% | 99.08 % | 99.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'618 CHF | 149'668 CHF | 100.00% | 100.00% |
17.05.2024 | 0.70% | 99.41 % | 100.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'488 CHF | 150'538 CHF | 100.00% | 100.00% |
16.05.2024 | 0.70% | 99.92 % | 100.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'003 CHF | 151'053 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 100.04 % | 100.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'714 CHF | 150'764 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.46 % | 100.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'787 CHF | 149'837 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.33 % | 99.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'494 CHF | 148'544 CHF | 100.00% | 100.00% |