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 | 0.71% | 98.35 % | 99.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'090 CHF | 148'140 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 98.09 % | 98.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'897 CHF | 147'947 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 97.89 % | 98.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'888 CHF | 147'938 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 97.82 % | 98.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'981 CHF | 148'031 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 97.42 % | 98.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'910 CHF | 146'960 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 97.20 % | 97.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'174 CHF | 146'224 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 96.67 % | 97.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'133 CHF | 146'183 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 96.26 % | 96.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'494 CHF | 145'544 CHF | 100.00% | 100.00% |
02.05.2024 | 0.73% | 95.74 % | 96.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'014 CHF | 145'064 CHF | 100.00% | 100.00% |
30.04.2024 | 0.72% | 96.04 % | 96.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'355 CHF | 145'405 CHF | 100.00% | 100.00% |