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% | 98.02 % | 98.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'007 CHF | 148'057 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 97.92 % | 98.62 % | 150'000 | 150'000 | 150'000 | 149'861 | 146'799 CHF | 147'712 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 97.76 % | 98.46 % | 150'000 | 150'000 | 150'000 | 149'927 | 146'608 CHF | 147'586 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 97.78 % | 98.48 % | 150'000 | 150'000 | 150'000 | 149'887 | 146'702 CHF | 147'640 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 97.85 % | 98.55 % | 150'000 | 150'000 | 150'000 | 149'975 | 146'870 CHF | 147'895 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 97.56 % | 98.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'344 CHF | 147'394 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 97.88 % | 98.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'639 CHF | 147'689 CHF | 99.84% | 100.00% |
06.05.2024 | 0.72% | 97.51 % | 98.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'183 CHF | 147'233 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 97.13 % | 97.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'463 CHF | 146'513 CHF | 100.00% | 100.00% |
02.05.2024 | 0.72% | 96.86 % | 97.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'285 CHF | 146'335 CHF | 87.69% | 87.77% |