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 | 0.72% | 97.66 % | 98.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'169 CHF | 147'219 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 97.34 % | 98.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'767 CHF | 146'817 CHF | 100.00% | 100.00% |
13.05.2024 | 0.72% | 97.13 % | 97.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'739 CHF | 146'789 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 96.83 % | 97.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'386 CHF | 146'436 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 96.40 % | 97.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'538 CHF | 145'588 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 96.58 % | 97.28 % | 150'000 | 150'000 | 150'000 | 149'983 | 144'513 CHF | 145'546 CHF | 100.00% | 100.00% |
06.05.2024 | 0.73% | 95.13 % | 95.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'632 CHF | 143'682 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 94.64 % | 95.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'888 CHF | 142'938 CHF | 99.99% | 99.99% |
02.05.2024 | 0.74% | 94.06 % | 94.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'432 CHF | 142'482 CHF | 99.99% | 99.99% |
30.04.2024 | 0.74% | 94.56 % | 95.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'231 CHF | 143'281 CHF | 100.00% | 100.00% |