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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.75% | 95.96 % | 96.69 % | 156'000 | 155'000 | 156'215 | 155'071 | 149'436 CHF | 149'458 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 95.21 % | 95.92 % | 157'000 | 156'000 | 156'486 | 155'312 | 149'464 CHF | 149'453 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 94.86 % | 95.57 % | 158'000 | 156'000 | 157'832 | 156'689 | 149'491 CHF | 149'521 CHF | 99.98% | 99.98% |
02.05.2024 | 0.75% | 94.32 % | 95.03 % | 159'000 | 157'000 | 157'106 | 155'874 | 149'616 CHF | 149'557 CHF | 99.99% | 99.99% |
30.04.2024 | 0.75% | 95.84 % | 96.57 % | 156'000 | 155'000 | 156'000 | 155'000 | 149'230 CHF | 149'392 CHF | 100.00% | 100.00% |
29.04.2024 | 0.76% | 95.62 % | 96.34 % | 156'000 | 155'000 | 155'994 | 154'650 | 149'667 CHF | 149'506 CHF | 100.00% | 100.00% |
26.04.2024 | 0.74% | 95.55 % | 96.26 % | 156'000 | 155'000 | 156'930 | 155'855 | 149'484 CHF | 149'567 CHF | 99.98% | 99.98% |
25.04.2024 | 0.74% | 95.28 % | 95.99 % | 157'000 | 156'000 | 156'987 | 155'890 | 149'549 CHF | 149'612 CHF | 99.99% | 99.99% |
24.04.2024 | 0.76% | 95.92 % | 96.65 % | 156'000 | 155'000 | 155'817 | 154'662 | 149'555 CHF | 149'575 CHF | 99.99% | 99.99% |
23.04.2024 | 0.75% | 96.48 % | 97.21 % | 155'000 | 154'000 | 154'318 | 153'112 | 149'407 CHF | 149'356 CHF | 100.00% | 100.00% |