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 | 0.72% | 96.49 % | 97.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'620 CHF | 145'670 CHF | 100.00% | 100.00% |
15.05.2024 | 0.72% | 96.97 % | 97.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'384 CHF | 146'434 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 97.05 % | 97.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'794 CHF | 146'844 CHF | 100.00% | 100.00% |
13.05.2024 | 0.73% | 96.29 % | 96.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'113 CHF | 145'163 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 95.73 % | 96.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'399 CHF | 144'449 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 95.05 % | 95.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'671 CHF | 143'721 CHF | 100.00% | 100.00% |
07.05.2024 | 0.73% | 95.28 % | 95.98 % | 150'000 | 150'000 | 149'997 | 150'000 | 142'960 CHF | 144'013 CHF | 100.00% | 100.00% |
06.05.2024 | 0.73% | 94.86 % | 95.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'973 CHF | 144'023 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 94.98 % | 95.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'725 CHF | 143'775 CHF | 100.00% | 100.00% |
02.05.2024 | 0.74% | 94.73 % | 95.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'831 CHF | 142'881 CHF | 93.31% | 93.31% |