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% | 98.40 % | 99.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'632 CHF | 148'682 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 99.09 % | 99.79 % | 150'000 | 150'000 | 150'000 | 149'993 | 148'291 CHF | 149'334 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 98.39 % | 99.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'982 CHF | 149'032 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 98.34 % | 99.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'583 CHF | 148'633 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.12 % | 98.82 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'361 CHF | 148'411 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 97.86 % | 98.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'797 CHF | 147'847 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 97.15 % | 97.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'551 CHF | 146'601 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 97.05 % | 97.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'538 CHF | 146'588 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 97.07 % | 97.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'769 CHF | 146'819 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 97.01 % | 97.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'658 CHF | 146'708 CHF | 100.00% | 100.00% |