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 | 0.75% | 78.42 % | 79.01 % | 255'000 | 253'000 | 254'317 | 252'418 | 199'649 CHF | 199'647 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 75.80 % | 76.37 % | 263'000 | 261'000 | 264'619 | 262'646 | 199'598 CHF | 199'606 CHF | 99.97% | 99.97% |
14.05.2024 | 0.75% | 74.43 % | 74.99 % | 268'000 | 266'000 | 269'456 | 267'427 | 199'635 CHF | 199'619 CHF | 99.91% | 99.91% |
13.05.2024 | 0.75% | 75.77 % | 76.34 % | 263'000 | 261'000 | 265'003 | 263'007 | 199'631 CHF | 199'626 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 74.78 % | 75.35 % | 267'000 | 265'000 | 266'031 | 264'031 | 199'665 CHF | 199'668 CHF | 99.99% | 99.99% |
08.05.2024 | 0.75% | 73.49 % | 74.04 % | 272'000 | 270'000 | 271'716 | 269'702 | 199'595 CHF | 199'600 CHF | 99.98% | 99.98% |
07.05.2024 | 0.75% | 73.11 % | 73.66 % | 273'000 | 271'000 | 275'249 | 273'181 | 199'600 CHF | 199'601 CHF | 99.98% | 99.98% |
06.05.2024 | 0.75% | 71.99 % | 72.53 % | 277'000 | 275'000 | 277'969 | 275'901 | 199'611 CHF | 199'617 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 71.21 % | 71.74 % | 280'000 | 278'000 | 282'676 | 280'549 | 199'636 CHF | 199'623 CHF | 99.93% | 99.93% |
02.05.2024 | 0.75% | 69.96 % | 70.49 % | 285'000 | 283'000 | 278'126 | 276'052 | 199'640 CHF | 199'648 CHF | 99.98% | 99.98% |