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% | 98.79 % | 99.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'112 CHF | 149'162 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 99.05 % | 99.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'508 CHF | 149'558 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 99.34 % | 100.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'166 CHF | 150'216 CHF | 100.00% | 100.00% |
13.05.2024 | 0.70% | 99.11 % | 99.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'475 CHF | 149'525 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.97 % | 99.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'313 CHF | 149'363 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 98.64 % | 99.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'030 CHF | 149'080 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 98.88 % | 99.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'150 CHF | 149'200 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 98.60 % | 99.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'150 CHF | 149'200 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 98.52 % | 99.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'924 CHF | 148'974 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 98.25 % | 98.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'311 CHF | 148'361 CHF | 100.00% | 100.00% |