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% | 99.00 % | 99.70 % | 150'000 | 150'000 | 150'000 | 149'996 | 148'209 CHF | 149'255 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 98.79 % | 99.49 % | 150'000 | 150'000 | 150'000 | 149'920 | 148'010 CHF | 148'980 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.70 % | 99.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'107 CHF | 149'157 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.75 % | 99.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'244 CHF | 149'294 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 98.48 % | 99.18 % | 150'000 | 150'000 | 150'000 | 149'925 | 147'670 CHF | 148'646 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.37 % | 99.07 % | 150'000 | 150'000 | 150'000 | 149'913 | 147'517 CHF | 148'481 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.01 % | 98.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'967 CHF | 148'017 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 97.91 % | 98.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'621 CHF | 147'671 CHF | 99.98% | 99.98% |
02.05.2024 | 0.72% | 97.64 % | 98.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'273 CHF | 147'323 CHF | 100.00% | 100.00% |
30.04.2024 | 0.71% | 97.64 % | 98.34 % | 150'000 | 150'000 | 150'000 | 149'914 | 146'455 CHF | 147'421 CHF | 100.00% | 100.00% |