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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.73% | 96.13 % | 96.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'929 CHF | 144'979 CHF | 100.00% | 100.00% |
14.05.2024 | 0.73% | 96.22 % | 96.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'212 CHF | 145'262 CHF | 100.00% | 100.00% |
13.05.2024 | 0.73% | 95.55 % | 96.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'522 CHF | 144'572 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 95.44 % | 96.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'055 CHF | 144'105 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 95.04 % | 95.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'190 CHF | 143'240 CHF | 100.00% | 100.00% |
07.05.2024 | 0.74% | 94.46 % | 95.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'246 CHF | 142'296 CHF | 100.00% | 100.00% |
06.05.2024 | 0.74% | 94.19 % | 94.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'315 CHF | 142'365 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 94.81 % | 95.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'470 CHF | 143'520 CHF | 99.91% | 99.91% |
02.05.2024 | 0.74% | 94.16 % | 94.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'608 CHF | 142'658 CHF | 100.00% | 100.00% |
30.04.2024 | 0.74% | 94.07 % | 94.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'282 CHF | 142'332 CHF | 100.00% | 100.00% |