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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.75% | 88.51 % | 89.18 % | 225'000 | 224'000 | 224'887 | 223'086 | 199'622 CHF | 199'518 CHF | 100.00% | 100.00% |
16.05.2024 | 0.74% | 92.21 % | 92.90 % | 216'000 | 215'000 | 216'118 | 214'448 | 199'567 CHF | 199'505 CHF | 99.99% | 99.99% |
15.05.2024 | 0.75% | 92.18 % | 92.87 % | 216'000 | 215'000 | 218'639 | 217'032 | 199'537 CHF | 199'565 CHF | 99.97% | 99.97% |
14.05.2024 | 0.74% | 90.15 % | 90.82 % | 221'000 | 220'000 | 222'134 | 220'332 | 199'649 CHF | 199'507 CHF | 99.94% | 99.94% |
13.05.2024 | 0.75% | 89.64 % | 90.31 % | 223'000 | 221'000 | 222'863 | 221'340 | 199'494 CHF | 199'613 CHF | 99.99% | 99.99% |
10.05.2024 | 0.74% | 89.48 % | 90.15 % | 223'000 | 221'000 | 222'134 | 220'606 | 199'436 CHF | 199'542 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 89.65 % | 90.32 % | 223'000 | 221'000 | 223'030 | 221'495 | 199'500 CHF | 199'611 CHF | 99.99% | 99.99% |
07.05.2024 | 0.75% | 89.11 % | 89.78 % | 224'000 | 222'000 | 224'994 | 223'420 | 199'468 CHF | 199'569 CHF | 99.99% | 99.99% |
06.05.2024 | 0.76% | 88.22 % | 88.89 % | 226'000 | 224'000 | 225'736 | 224'098 | 199'497 CHF | 199'551 CHF | 99.99% | 99.99% |
03.05.2024 | 0.76% | 88.21 % | 88.88 % | 226'000 | 225'000 | 225'777 | 224'178 | 199'497 CHF | 199'586 CHF | 99.93% | 99.93% |