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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.75% | 63.18 % | 63.65 % | 315'000 | 310'000 | 313'429 | 311'241 | 198'420 CHF | 198'508 CHF | 99.99% | 99.99% |
16.05.2024 | 0.75% | 64.39 % | 64.88 % | 310'000 | 305'000 | 310'000 | 307'873 | 198'357 CHF | 198'472 CHF | 99.99% | 99.99% |
15.05.2024 | 0.75% | 63.95 % | 64.43 % | 310'000 | 310'000 | 313'942 | 310'966 | 198'677 CHF | 198'268 CHF | 99.96% | 99.96% |
14.05.2024 | 0.76% | 64.36 % | 64.85 % | 310'000 | 305'000 | 307'959 | 305'531 | 198'309 CHF | 198'243 CHF | 100.00% | 100.00% |
13.05.2024 | 0.74% | 63.03 % | 63.50 % | 315'000 | 310'000 | 315'000 | 314'388 | 198'213 CHF | 199'305 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 63.03 % | 63.50 % | 315'000 | 310'000 | 311'481 | 310'151 | 198'028 CHF | 198'670 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 62.93 % | 63.40 % | 315'000 | 315'000 | 315'202 | 314'354 | 197'648 CHF | 198'592 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 62.62 % | 63.09 % | 315'000 | 315'000 | 317'320 | 315'087 | 198'302 CHF | 198'391 CHF | 99.99% | 99.99% |
06.05.2024 | 0.75% | 62.02 % | 62.49 % | 320'000 | 320'000 | 318'071 | 315'023 | 198'660 CHF | 198'242 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 62.45 % | 62.92 % | 300'000 | 315'000 | 313'988 | 314'554 | 196'591 CHF | 198'431 CHF | 99.99% | 99.99% |