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 | 0.72% | 97.43 % | 98.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'124 CHF | 147'174 CHF | 100.00% | 100.00% |
15.05.2024 | 0.72% | 97.07 % | 97.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'327 CHF | 147'377 CHF | 99.03% | 99.03% |
14.05.2024 | 0.72% | 97.39 % | 98.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'137 CHF | 147'187 CHF | 99.98% | 99.98% |
13.05.2024 | 0.72% | 97.01 % | 97.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'938 CHF | 146'988 CHF | 90.17% | 90.17% |
10.05.2024 | 0.72% | 97.37 % | 98.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'298 CHF | 147'348 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 97.42 % | 98.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'943 CHF | 146'993 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 97.30 % | 98.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'613 CHF | 146'663 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 96.90 % | 97.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'554 CHF | 146'604 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 96.59 % | 97.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'630 CHF | 145'680 CHF | 100.00% | 100.00% |
02.05.2024 | 0.73% | 95.85 % | 96.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'937 CHF | 144'987 CHF | 100.00% | 100.00% |