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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.70% | 98.97 % | 99.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'547 CHF | 149'597 CHF | 98.31% | 98.31% |
15.05.2024 | 0.71% | 98.79 % | 99.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'914 CHF | 148'964 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 98.44 % | 99.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'594 CHF | 148'644 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.61 % | 99.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'748 CHF | 148'798 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.30 % | 99.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'580 CHF | 148'630 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 97.81 % | 98.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'719 CHF | 147'769 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 97.61 % | 98.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'937 CHF | 146'987 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 97.04 % | 97.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'724 CHF | 146'774 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 96.94 % | 97.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'055 CHF | 146'105 CHF | 99.98% | 99.98% |
02.05.2024 | 0.72% | 96.33 % | 97.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'105 CHF | 146'155 CHF | 100.00% | 100.00% |