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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.71% | 98.92 % | 99.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'324 CHF | 149'374 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.76 % | 99.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'229 CHF | 149'279 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 98.60 % | 99.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'974 CHF | 149'024 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.39 % | 99.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'652 CHF | 148'702 CHF | 100.00% | 100.00% |
06.05.2024 | 0.70% | 100.00 % | 100.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'037 CHF | 151'087 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 99.66 % | 100.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'387 CHF | 150'437 CHF | 100.00% | 100.00% |
02.05.2024 | 0.70% | 99.38 % | 100.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'212 CHF | 150'262 CHF | 100.00% | 100.00% |
30.04.2024 | 0.70% | 99.39 % | 100.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'986 CHF | 150'036 CHF | 100.00% | 100.00% |
29.04.2024 | 0.70% | 99.28 % | 99.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'791 CHF | 149'841 CHF | 100.00% | 100.00% |
26.04.2024 | 0.71% | 98.95 % | 99.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'985 CHF | 149'035 CHF | 97.89% | 97.89% |