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 | 0.72% | 96.65 % | 97.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'823 CHF | 145'873 CHF | 100.00% | 100.00% |
13.05.2024 | 0.73% | 95.81 % | 96.51 % | 150'000 | 150'000 | 150'000 | 149'993 | 143'437 CHF | 144'480 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 94.88 % | 95.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'159 CHF | 144'209 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 95.24 % | 95.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'583 CHF | 143'633 CHF | 100.00% | 100.00% |
07.05.2024 | 0.74% | 93.73 % | 94.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'810 CHF | 142'860 CHF | 100.00% | 100.00% |
06.05.2024 | 0.74% | 93.79 % | 94.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'695 CHF | 141'745 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 93.17 % | 93.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'538 CHF | 141'588 CHF | 100.00% | 100.00% |
02.05.2024 | 0.75% | 93.42 % | 94.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'374 CHF | 140'424 CHF | 100.00% | 100.00% |
30.04.2024 | 0.76% | 91.20 % | 91.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'595 CHF | 138'645 CHF | 99.98% | 99.98% |
29.04.2024 | 0.76% | 92.07 % | 92.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'172 CHF | 138'222 CHF | 100.00% | 100.00% |