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 | 0.70% | 99.28 % | 99.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'760 CHF | 149'810 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.22 % | 99.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'499 CHF | 149'549 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 99.06 % | 99.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'373 CHF | 149'423 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.74 % | 99.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'166 CHF | 149'216 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.58 % | 99.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'055 CHF | 149'105 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 98.23 % | 98.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'293 CHF | 148'343 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.34 % | 99.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'136 CHF | 148'186 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 96.92 % | 97.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'407 CHF | 146'457 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 96.69 % | 97.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'004 CHF | 146'054 CHF | 100.00% | 100.00% |
02.05.2024 | 0.73% | 95.94 % | 96.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'279 CHF | 145'329 CHF | 100.00% | 100.00% |