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 | 0.71% | 98.94 % | 99.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'216 CHF | 149'266 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 98.83 % | 99.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'756 CHF | 148'806 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 98.40 % | 99.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'234 CHF | 148'284 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.01 % | 98.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'107 CHF | 148'157 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 97.76 % | 98.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'651 CHF | 147'701 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 96.97 % | 97.67 % | 150'000 | 150'000 | 150'000 | 149'996 | 145'389 CHF | 146'435 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 97.21 % | 97.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'316 CHF | 146'366 CHF | 100.00% | 100.00% |
06.05.2024 | 0.74% | 94.87 % | 95.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'169 CHF | 143'219 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 94.13 % | 94.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'996 CHF | 142'046 CHF | 99.98% | 99.98% |
02.05.2024 | 0.75% | 92.99 % | 93.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'248 CHF | 141'298 CHF | 100.00% | 100.00% |