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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.71% | 97.88 % | 98.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'639 CHF | 147'689 CHF | 99.84% | 100.00% |
06.05.2024 | 0.72% | 97.51 % | 98.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'183 CHF | 147'233 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 97.13 % | 97.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'463 CHF | 146'513 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 96.86 % | 97.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'285 CHF | 146'335 CHF | 87.69% | 87.77% |
30.04.2024 | 0.72% | 97.07 % | 97.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'796 CHF | 146'846 CHF | 100.00% | 100.00% |
29.04.2024 | 0.72% | 97.28 % | 97.98 % | 150'000 | 150'000 | 150'000 | 149'976 | 145'906 CHF | 146'933 CHF | 100.00% | 100.00% |
26.04.2024 | 0.72% | 97.22 % | 97.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'446 CHF | 146'496 CHF | 97.85% | 97.85% |
25.04.2024 | 0.72% | 96.44 % | 97.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'131 CHF | 146'181 CHF | 100.00% | 100.00% |
24.04.2024 | 0.72% | 97.06 % | 97.76 % | 150'000 | 150'000 | 150'000 | 149'895 | 145'661 CHF | 146'608 CHF | 100.00% | 100.00% |
23.04.2024 | 0.72% | 96.95 % | 97.65 % | 150'000 | 150'000 | 150'000 | 149'889 | 145'308 CHF | 146'249 CHF | 71.89% | 71.89% |