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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.71% | 98.15 % | 98.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'189 CHF | 148'239 CHF | 100.00% | 100.00% |
16.05.2024 | 0.71% | 98.10 % | 98.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'219 CHF | 148'269 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 98.17 % | 98.87 % | 150'000 | 150'000 | 150'000 | 149'966 | 147'033 CHF | 148'049 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 97.92 % | 98.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'791 CHF | 147'841 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 97.87 % | 98.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'854 CHF | 147'904 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 97.79 % | 98.49 % | 150'000 | 150'000 | 150'000 | 149'975 | 146'786 CHF | 147'811 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 97.61 % | 98.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'405 CHF | 147'455 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 97.89 % | 98.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'668 CHF | 147'718 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 97.52 % | 98.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'214 CHF | 147'264 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 97.21 % | 97.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'562 CHF | 146'612 CHF | 100.00% | 100.00% |