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 | 0.74% | 93.95 % | 94.65 % | 150'000 | 150'000 | 150'000 | 149'995 | 141'087 CHF | 142'132 CHF | 100.00% | 100.00% |
15.05.2024 | 0.74% | 94.30 % | 95.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'725 CHF | 141'775 CHF | 100.00% | 100.00% |
14.05.2024 | 0.75% | 93.21 % | 93.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'303 CHF | 140'353 CHF | 99.69% | 99.69% |
13.05.2024 | 0.76% | 91.91 % | 92.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'619 CHF | 138'669 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 91.56 % | 92.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'721 CHF | 138'771 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 91.94 % | 92.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'314 CHF | 138'364 CHF | 100.00% | 100.00% |
07.05.2024 | 0.77% | 91.24 % | 91.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'375 CHF | 137'425 CHF | 100.00% | 100.00% |
06.05.2024 | 0.77% | 90.57 % | 91.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'001 CHF | 137'051 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 90.47 % | 91.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'749 CHF | 136'799 CHF | 100.00% | 100.00% |
02.05.2024 | 0.77% | 90.52 % | 91.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'294 CHF | 137'344 CHF | 100.00% | 100.00% |