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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.74% | 86.67 % | 87.32 % | 230'000 | 229'000 | 229'545 | 227'925 | 199'535 CHF | 199'609 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 85.42 % | 86.07 % | 234'000 | 232'000 | 233'833 | 232'113 | 199'563 CHF | 199'594 CHF | 99.98% | 99.98% |
07.05.2024 | 0.75% | 85.72 % | 86.37 % | 233'000 | 231'000 | 235'461 | 233'778 | 199'500 CHF | 199'559 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 84.21 % | 84.84 % | 237'000 | 235'000 | 236'814 | 234'926 | 199'616 CHF | 199'506 CHF | 99.99% | 99.99% |
03.05.2024 | 0.75% | 84.60 % | 85.23 % | 236'000 | 234'000 | 236'477 | 234'677 | 199'610 CHF | 199'577 CHF | 99.95% | 99.95% |
02.05.2024 | 0.75% | 85.08 % | 85.72 % | 235'000 | 233'000 | 233'202 | 231'384 | 199'627 CHF | 199'571 CHF | 99.94% | 99.94% |
30.04.2024 | 0.76% | 82.63 % | 83.26 % | 242'000 | 240'000 | 240'194 | 238'253 | 199'447 CHF | 199'336 CHF | 100.00% | 100.00% |
29.04.2024 | 0.76% | 83.09 % | 83.72 % | 240'000 | 238'000 | 240'706 | 238'943 | 199'559 CHF | 199'600 CHF | 99.98% | 99.98% |
26.04.2024 | 0.75% | 82.49 % | 83.11 % | 242'000 | 240'000 | 242'486 | 240'677 | 199'552 CHF | 199'552 CHF | 99.99% | 99.99% |
25.04.2024 | 0.75% | 81.03 % | 81.64 % | 246'000 | 244'000 | 244'011 | 242'140 | 199'633 CHF | 199'588 CHF | 99.95% | 99.95% |