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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 1.02% | 96.53 % | 97.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'999 CHF | 147'499 CHF | 100.00% | 100.00% |
07.05.2024 | 1.01% | 98.02 % | 99.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'086 CHF | 148'586 CHF | 100.00% | 100.00% |
06.05.2024 | 1.02% | 97.13 % | 98.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'631 CHF | 147'131 CHF | 100.00% | 100.00% |
03.05.2024 | 1.03% | 97.08 % | 98.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'903 CHF | 146'403 CHF | 99.61% | 99.61% |
02.05.2024 | 1.03% | 95.53 % | 96.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'021 CHF | 146'521 CHF | 100.00% | 100.00% |
30.04.2024 | 1.04% | 97.27 % | 98.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'179 CHF | 145'679 CHF | 95.93% | 95.93% |
29.04.2024 | 1.09% | 92.59 % | 93.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'620 CHF | 138'120 CHF | 100.00% | 100.00% |
26.04.2024 | 1.08% | 90.94 % | 91.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'250 CHF | 139'750 CHF | 100.00% | 100.00% |
25.04.2024 | 1.07% | 92.52 % | 93.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'332 CHF | 140'832 CHF | 100.00% | 100.00% |
24.04.2024 | 1.07% | 92.27 % | 93.27 % | 150'000 | 140'000 | 150'000 | 142'614 | 139'097 CHF | 133'691 CHF | 100.00% | 100.00% |