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 | 0.70% | 99.38 % | 100.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'219 CHF | 150'269 CHF | 98.31% | 98.31% |
15.05.2024 | 0.71% | 98.52 % | 99.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'357 CHF | 148'407 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 97.61 % | 98.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'157 CHF | 147'207 CHF | 96.91% | 96.91% |
13.05.2024 | 0.71% | 98.18 % | 98.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'134 CHF | 148'184 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 97.54 % | 98.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'827 CHF | 147'877 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 96.90 % | 97.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'448 CHF | 146'498 CHF | 100.00% | 100.00% |
07.05.2024 | 0.73% | 96.71 % | 97.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'261 CHF | 145'311 CHF | 100.00% | 100.00% |
06.05.2024 | 0.73% | 95.69 % | 96.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'463 CHF | 144'513 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 95.05 % | 95.75 % | 150'000 | 150'000 | 150'000 | 149'996 | 141'810 CHF | 142'856 CHF | 100.00% | 100.00% |
02.05.2024 | 0.73% | 93.78 % | 94.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'942 CHF | 143'992 CHF | 100.00% | 100.00% |