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% | 98.29 % | 98.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'416 CHF | 148'466 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 98.02 % | 98.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'710 CHF | 147'760 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.35 % | 99.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'670 CHF | 148'720 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.57 % | 99.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'974 CHF | 149'024 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 98.05 % | 98.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'030 CHF | 148'080 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 97.80 % | 98.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'734 CHF | 147'784 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 97.39 % | 98.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'827 CHF | 146'877 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 96.40 % | 97.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'855 CHF | 145'905 CHF | 99.99% | 99.99% |
02.05.2024 | 0.72% | 95.98 % | 96.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'306 CHF | 145'356 CHF | 100.00% | 100.00% |
30.04.2024 | 0.72% | 96.27 % | 96.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'538 CHF | 145'588 CHF | 100.00% | 100.00% |