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 | 0.76% | 91.16 % | 91.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'888 CHF | 137'938 CHF | 99.70% | 99.70% |
15.05.2024 | 0.76% | 91.74 % | 92.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'132 CHF | 138'182 CHF | 100.00% | 100.00% |
14.05.2024 | 0.77% | 90.84 % | 91.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'523 CHF | 137'573 CHF | 98.94% | 98.94% |
13.05.2024 | 0.77% | 90.32 % | 91.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'925 CHF | 136'975 CHF | 93.44% | 93.44% |
10.05.2024 | 0.77% | 90.56 % | 91.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'932 CHF | 136'982 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 89.50 % | 90.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'847 CHF | 134'897 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 88.35 % | 89.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'313 CHF | 132'363 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 87.37 % | 88.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'952 CHF | 133'002 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 86.75 % | 87.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'299 CHF | 131'349 CHF | 100.00% | 100.00% |
02.05.2024 | 0.81% | 86.23 % | 86.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'494 CHF | 130'544 CHF | 100.00% | 100.00% |