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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.75% | 89.92 % | 90.59 % | 222'000 | 201'000 | 224'269 | 216'518 | 199'562 CHF | 194'104 CHF | 99.96% | 99.96% |
14.05.2024 | 0.75% | 90.03 % | 90.70 % | 222'000 | 220'000 | 221'188 | 219'383 | 199'608 CHF | 199'469 CHF | 99.97% | 99.97% |
13.05.2024 | 0.75% | 88.89 % | 89.56 % | 224'000 | 223'000 | 225'288 | 223'527 | 199'581 CHF | 199'518 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 88.30 % | 88.97 % | 226'000 | 224'000 | 224'536 | 222'751 | 199'640 CHF | 199'546 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 88.11 % | 88.78 % | 226'000 | 225'000 | 227'347 | 225'627 | 199'541 CHF | 199'527 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 87.63 % | 88.29 % | 228'000 | 226'000 | 228'289 | 226'450 | 199'605 CHF | 199'480 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 86.77 % | 87.42 % | 230'000 | 228'000 | 228'996 | 227'241 | 199'583 CHF | 199'535 CHF | 99.97% | 99.97% |
03.05.2024 | 0.74% | 87.18 % | 87.83 % | 229'000 | 227'000 | 228'823 | 227'174 | 199'570 CHF | 199'612 CHF | 99.95% | 99.95% |
02.05.2024 | 0.76% | 85.22 % | 85.87 % | 234'000 | 223'000 | 234'100 | 222'513 | 199'537 CHF | 191'099 CHF | 99.94% | 99.94% |
30.04.2024 | 0.75% | 84.82 % | 85.45 % | 235'000 | 234'000 | 231'825 | 229'879 | 199'824 CHF | 199'635 CHF | 100.00% | 100.00% |