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 | 0.76% | 103.91 % | 104.70 % | 192'000 | 191'000 | 192'000 | 191'000 | 199'507 CHF | 199'977 CHF | 100.00% | 100.00% |
15.05.2024 | 0.76% | 103.87 % | 104.66 % | 192'000 | 191'000 | 192'000 | 191'000 | 199'430 CHF | 199'901 CHF | 100.00% | 100.00% |
14.05.2024 | 0.76% | 103.87 % | 104.66 % | 192'000 | 191'000 | 192'000 | 191'000 | 199'430 CHF | 199'901 CHF | 100.00% | 100.00% |
13.05.2024 | 0.76% | 103.89 % | 104.68 % | 192'000 | 191'000 | 192'000 | 191'000 | 199'469 CHF | 199'939 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 103.85 % | 104.64 % | 192'000 | 191'000 | 192'000 | 191'000 | 199'392 CHF | 199'862 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 103.83 % | 104.62 % | 192'000 | 191'000 | 192'000 | 191'000 | 199'354 CHF | 199'824 CHF | 100.00% | 100.00% |
07.05.2024 | 0.76% | 103.82 % | 104.61 % | 192'000 | 191'000 | 192'000 | 191'000 | 199'334 CHF | 199'805 CHF | 100.00% | 100.00% |
06.05.2024 | 0.76% | 103.75 % | 104.54 % | 192'000 | 191'000 | 192'000 | 191'000 | 199'200 CHF | 199'671 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 103.68 % | 104.47 % | 192'000 | 191'000 | 192'000 | 191'000 | 199'066 CHF | 199'538 CHF | 100.00% | 100.00% |
02.05.2024 | 0.75% | 103.66 % | 104.44 % | 192'000 | 191'000 | 192'012 | 191'000 | 199'060 CHF | 199'505 CHF | 100.00% | 100.00% |