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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.75% | 91.77 % | 92.46 % | 217'000 | 216'000 | 218'897 | 217'079 | 199'630 CHF | 199'470 CHF | 99.99% | 99.99% |
06.05.2024 | 0.75% | 90.77 % | 91.46 % | 220'000 | 218'000 | 220'462 | 218'879 | 199'479 CHF | 199'547 CHF | 99.99% | 99.99% |
03.05.2024 | 0.75% | 89.84 % | 90.51 % | 222'000 | 220'000 | 223'281 | 221'569 | 199'622 CHF | 199'578 CHF | 99.93% | 99.93% |
02.05.2024 | 0.75% | 88.76 % | 89.43 % | 225'000 | 223'000 | 220'606 | 218'991 | 199'565 CHF | 199'598 CHF | 99.98% | 99.98% |
30.04.2024 | 0.75% | 91.32 % | 92.01 % | 219'000 | 217'000 | 218'211 | 216'295 | 199'666 CHF | 199'404 CHF | 100.00% | 100.00% |
29.04.2024 | 0.75% | 91.61 % | 92.30 % | 218'000 | 216'000 | 216'985 | 215'312 | 199'608 CHF | 199'555 CHF | 99.99% | 99.99% |
26.04.2024 | 0.75% | 91.45 % | 92.14 % | 218'000 | 217'000 | 219'083 | 217'461 | 199'534 CHF | 199'558 CHF | 100.00% | 100.00% |
25.04.2024 | 0.75% | 90.65 % | 91.34 % | 220'000 | 218'000 | 218'852 | 217'281 | 199'513 CHF | 199'580 CHF | 99.92% | 99.92% |
24.04.2024 | 0.75% | 91.77 % | 92.46 % | 217'000 | 216'000 | 217'630 | 215'955 | 199'571 CHF | 199'525 CHF | 100.00% | 100.00% |
23.04.2024 | 0.76% | 93.87 % | 94.58 % | 213'000 | 211'000 | 213'059 | 211'321 | 199'568 CHF | 199'440 CHF | 99.94% | 99.94% |