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% | 97.43 % | 98.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'687 CHF | 146'737 CHF | 100.00% | 100.00% |
15.05.2024 | 0.72% | 97.08 % | 97.78 % | 150'000 | 150'000 | 150'000 | 149'993 | 145'534 CHF | 146'577 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 96.87 % | 97.57 % | 150'000 | 150'000 | 150'000 | 149'975 | 145'396 CHF | 146'421 CHF | 100.00% | 100.00% |
13.05.2024 | 0.72% | 96.26 % | 96.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'549 CHF | 145'599 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 96.25 % | 96.95 % | 150'000 | 150'000 | 150'000 | 149'994 | 144'089 CHF | 145'133 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 95.20 % | 95.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'047 CHF | 143'097 CHF | 100.00% | 100.00% |
07.05.2024 | 0.74% | 94.78 % | 95.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'266 CHF | 143'316 CHF | 100.00% | 100.00% |
06.05.2024 | 0.74% | 94.42 % | 95.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'341 CHF | 142'391 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 93.82 % | 94.52 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'844 CHF | 141'894 CHF | 100.00% | 100.00% |
02.05.2024 | 0.75% | 93.56 % | 94.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'274 CHF | 141'324 CHF | 100.00% | 100.00% |