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 | 0.73% | 95.46 % | 96.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'640 CHF | 143'690 CHF | 100.00% | 100.00% |
06.05.2024 | 0.74% | 94.63 % | 95.33 % | 150'000 | 150'000 | 150'000 | 149'969 | 142'247 CHF | 143'268 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 94.43 % | 95.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'393 CHF | 142'443 CHF | 100.00% | 100.00% |
02.05.2024 | 0.74% | 93.82 % | 94.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'723 CHF | 142'773 CHF | 99.98% | 99.98% |
30.04.2024 | 0.74% | 94.91 % | 95.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'328 CHF | 143'378 CHF | 100.00% | 100.00% |
29.04.2024 | 0.73% | 94.91 % | 95.61 % | 150'000 | 150'000 | 150'000 | 149'993 | 142'611 CHF | 143'654 CHF | 100.00% | 100.00% |
26.04.2024 | 0.74% | 94.97 % | 95.67 % | 150'000 | 150'000 | 150'000 | 149'962 | 142'238 CHF | 143'251 CHF | 97.89% | 97.89% |
25.04.2024 | 0.74% | 94.60 % | 95.30 % | 150'000 | 150'000 | 150'000 | 149'882 | 141'983 CHF | 142'920 CHF | 100.00% | 100.00% |
24.04.2024 | 0.73% | 94.99 % | 95.69 % | 150'000 | 150'000 | 150'000 | 149'926 | 142'745 CHF | 143'724 CHF | 100.00% | 100.00% |
23.04.2024 | 0.71% | 97.56 % | 98.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'703 CHF | 147'753 CHF | 100.00% | 100.00% |