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 | 0.71% | 98.23 % | 98.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'248 CHF | 148'298 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 97.97 % | 98.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'613 CHF | 147'663 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 97.69 % | 98.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'566 CHF | 147'616 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 97.63 % | 98.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'554 CHF | 147'604 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 97.59 % | 98.29 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'220 CHF | 147'270 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 96.84 % | 97.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'950 CHF | 146'000 CHF | 100.00% | 100.00% |
07.05.2024 | 0.73% | 96.16 % | 96.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'828 CHF | 144'878 CHF | 100.00% | 100.00% |
06.05.2024 | 0.73% | 95.44 % | 96.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'795 CHF | 144'845 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 95.31 % | 96.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'393 CHF | 144'443 CHF | 100.00% | 100.00% |
02.05.2024 | 0.73% | 95.16 % | 95.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'856 CHF | 143'906 CHF | 100.00% | 100.00% |