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 | 0.71% | 98.22 % | 98.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'041 CHF | 148'091 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 97.80 % | 98.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'623 CHF | 147'673 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.01 % | 98.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'936 CHF | 147'986 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 97.73 % | 98.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'720 CHF | 147'770 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 97.25 % | 97.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'839 CHF | 146'889 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 97.02 % | 97.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'111 CHF | 146'161 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 96.40 % | 97.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'789 CHF | 145'839 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 96.32 % | 97.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'279 CHF | 145'329 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 95.86 % | 96.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'458 CHF | 145'508 CHF | 99.99% | 99.99% |
30.04.2024 | 0.72% | 96.71 % | 97.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'091 CHF | 146'141 CHF | 100.00% | 100.00% |