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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.74% | 97.44 % | 98.17 % | 205'000 | 203'000 | 203'816 | 202'303 | 199'503 CHF | 199'499 CHF | 100.00% | 100.00% |
22.05.2024 | 0.74% | 97.57 % | 98.30 % | 204'000 | 203'000 | 204'393 | 202'821 | 199'555 CHF | 199'502 CHF | 99.98% | 99.98% |
21.05.2024 | 0.75% | 98.15 % | 98.88 % | 203'000 | 202'000 | 203'018 | 201'668 | 199'398 CHF | 199'553 CHF | 100.00% | 100.00% |
17.05.2024 | 0.75% | 98.30 % | 99.04 % | 203'000 | 201'000 | 203'177 | 201'585 | 199'531 CHF | 199'454 CHF | 100.00% | 100.00% |
16.05.2024 | 0.75% | 97.91 % | 98.64 % | 204'000 | 202'000 | 203'409 | 201'948 | 199'506 CHF | 199'559 CHF | 99.98% | 99.98% |
15.05.2024 | 0.75% | 96.39 % | 97.12 % | 207'000 | 205'000 | 207'740 | 206'224 | 199'510 CHF | 199'554 CHF | 99.95% | 99.95% |
14.05.2024 | 0.75% | 94.87 % | 95.58 % | 210'000 | 209'000 | 211'190 | 209'619 | 199'531 CHF | 199'535 CHF | 99.94% | 99.94% |
13.05.2024 | 0.75% | 96.13 % | 96.86 % | 208'000 | 206'000 | 208'339 | 206'838 | 199'499 CHF | 199'557 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 94.94 % | 95.65 % | 210'000 | 209'000 | 208'861 | 207'240 | 199'543 CHF | 199'478 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 95.44 % | 96.15 % | 199'000 | 208'000 | 199'034 | 207'424 | 189'987 CHF | 199'475 CHF | 99.99% | 99.99% |