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% | 91.30 % | 92.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'157 CHF | 138'207 CHF | 98.31% | 98.31% |
15.05.2024 | 0.78% | 89.80 % | 90.50 % | 150'000 | 150'000 | 150'000 | 149'996 | 133'863 CHF | 134'910 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 88.33 % | 89.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'198 CHF | 133'248 CHF | 100.00% | 100.00% |
13.05.2024 | 0.78% | 89.36 % | 90.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'681 CHF | 134'731 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 90.45 % | 91.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'002 CHF | 137'052 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 88.92 % | 89.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'189 CHF | 134'239 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 88.08 % | 88.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'746 CHF | 131'796 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 86.50 % | 87.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'226 CHF | 131'276 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 85.96 % | 86.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'211 CHF | 129'261 CHF | 100.00% | 100.00% |
02.05.2024 | 0.81% | 84.50 % | 85.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'161 CHF | 130'211 CHF | 100.00% | 100.00% |