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 | 0.71% | 98.69 % | 99.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'107 CHF | 149'157 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 98.56 % | 99.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'707 CHF | 148'757 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 98.36 % | 99.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'453 CHF | 148'503 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.40 % | 99.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'580 CHF | 148'630 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.09 % | 98.79 % | 150'000 | 150'000 | 150'000 | 149'992 | 147'228 CHF | 148'270 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 97.86 % | 98.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'799 CHF | 147'849 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 97.81 % | 98.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'503 CHF | 147'553 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 97.43 % | 98.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'314 CHF | 147'364 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 97.77 % | 98.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'546 CHF | 147'596 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 97.50 % | 98.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'575 CHF | 147'625 CHF | 100.00% | 100.00% |