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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.71% | 98.16 % | 98.86 % | 150'000 | 150'000 | 150'000 | 149'950 | 147'151 CHF | 148'151 CHF | 82.07% | 82.07% |
13.05.2024 | 0.71% | 98.11 % | 98.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'156 CHF | 148'206 CHF | 87.68% | 87.76% |
10.05.2024 | 0.71% | 98.03 % | 98.73 % | 150'000 | 150'000 | 150'000 | 149'975 | 147'177 CHF | 148'202 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 97.83 % | 98.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'731 CHF | 147'781 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 97.91 % | 98.61 % | 150'000 | 150'000 | 150'000 | 149'824 | 146'773 CHF | 147'650 CHF | 96.78% | 96.78% |
06.05.2024 | 0.71% | 97.75 % | 98.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'502 CHF | 147'552 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 97.30 % | 98.00 % | 150'000 | 150'000 | 150'000 | 149'954 | 145'790 CHF | 146'795 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 97.07 % | 97.77 % | 150'000 | 150'000 | 150'000 | 149'933 | 145'616 CHF | 146'601 CHF | 100.00% | 100.00% |
30.04.2024 | 0.71% | 97.50 % | 98.20 % | 150'000 | 150'000 | 150'000 | 149'911 | 146'369 CHF | 147'332 CHF | 72.52% | 72.60% |
29.04.2024 | 0.71% | 97.73 % | 98.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'481 CHF | 147'531 CHF | 100.00% | 100.00% |