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 | 0.73% | 95.53 % | 96.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'800 CHF | 144'850 CHF | 100.00% | 100.00% |
15.05.2024 | 0.73% | 95.79 % | 96.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'642 CHF | 144'692 CHF | 100.00% | 100.00% |
14.05.2024 | 0.73% | 95.70 % | 96.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'395 CHF | 144'445 CHF | 99.97% | 99.97% |
13.05.2024 | 0.74% | 95.14 % | 95.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'176 CHF | 143'226 CHF | 100.00% | 100.00% |
10.05.2024 | 0.74% | 94.12 % | 94.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'204 CHF | 143'254 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 97.44 % | 98.14 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'011 CHF | 147'061 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 96.05 % | 96.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'058 CHF | 146'108 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 96.36 % | 97.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'462 CHF | 145'512 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 95.93 % | 96.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'553 CHF | 145'603 CHF | 99.94% | 99.94% |
02.05.2024 | 0.73% | 96.11 % | 96.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'909 CHF | 144'959 CHF | 100.00% | 100.00% |