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% | 99.52 % | 100.27 % | 200'000 | 199'000 | 200'158 | 199'000 | 199'234 CHF | 199'575 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 200'064 | 198'635 | 199'410 CHF | 199'476 CHF | 99.99% | 99.99% |
14.05.2024 | 0.75% | 99.50 % | 100.25 % | 201'000 | 199'000 | 200'352 | 199'000 | 199'390 CHF | 199'538 CHF | 100.00% | 100.00% |
13.05.2024 | 0.75% | 99.29 % | 100.04 % | 201'000 | 199'000 | 200'518 | 198'994 | 199'531 CHF | 199'507 CHF | 99.99% | 99.99% |
10.05.2024 | 0.75% | 99.39 % | 100.14 % | 201'000 | 199'000 | 200'138 | 198'302 | 199'654 CHF | 199'310 CHF | 99.99% | 99.99% |
08.05.2024 | 0.75% | 99.37 % | 100.12 % | 201'000 | 199'000 | 201'008 | 199'789 | 199'387 CHF | 199'676 CHF | 99.99% | 99.99% |
07.05.2024 | 0.76% | 98.99 % | 99.74 % | 202'000 | 200'000 | 201'963 | 200'086 | 199'671 CHF | 199'316 CHF | 100.00% | 100.00% |
06.05.2024 | 0.76% | 98.89 % | 99.64 % | 202'000 | 200'000 | 201'945 | 200'198 | 199'606 CHF | 199'380 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 97.92 % | 98.65 % | 204'000 | 202'000 | 203'526 | 201'982 | 199'521 CHF | 199'483 CHF | 99.98% | 99.98% |
02.05.2024 | 0.74% | 97.92 % | 98.65 % | 204'000 | 202'000 | 204'061 | 202'416 | 199'598 CHF | 199'466 CHF | 99.98% | 99.98% |