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% | 98.55 % | 99.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'618 CHF | 148'668 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 97.78 % | 98.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'664 CHF | 147'714 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 97.69 % | 98.39 % | 150'000 | 150'000 | 150'000 | 149'915 | 146'400 CHF | 147'366 CHF | 22.99% | 22.99% |
13.05.2024 | 0.71% | 97.96 % | 98.66 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'035 CHF | 148'085 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 98.11 % | 98.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'345 CHF | 148'395 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 97.85 % | 98.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'736 CHF | 147'786 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 97.69 % | 98.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'557 CHF | 147'607 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 97.45 % | 98.15 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'886 CHF | 146'936 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 96.70 % | 97.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'109 CHF | 147'159 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 97.40 % | 98.10 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'520 CHF | 147'570 CHF | 100.00% | 100.00% |