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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.71% | 97.63 % | 98.33 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'437 CHF | 147'487 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 97.39 % | 98.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'780 CHF | 146'830 CHF | 92.32% | 92.32% |
13.05.2024 | 0.71% | 97.78 % | 98.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'828 CHF | 147'878 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.08 % | 98.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'222 CHF | 148'272 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 97.57 % | 98.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'307 CHF | 147'357 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 97.27 % | 97.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'911 CHF | 146'961 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 96.95 % | 97.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'142 CHF | 146'192 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 95.87 % | 96.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'181 CHF | 145'231 CHF | 99.99% | 99.99% |
02.05.2024 | 0.73% | 95.66 % | 96.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'820 CHF | 144'870 CHF | 100.00% | 100.00% |
30.04.2024 | 0.73% | 95.92 % | 96.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'013 CHF | 145'063 CHF | 100.00% | 100.00% |