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% | 100.16 % | 100.91 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'318 CHF | 199'802 CHF | 100.00% | 100.00% |
16.05.2024 | 0.75% | 100.14 % | 100.89 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'279 CHF | 199'762 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 100.11 % | 100.86 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'219 CHF | 199'703 CHF | 100.00% | 100.00% |
14.05.2024 | 0.75% | 100.11 % | 100.86 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'219 CHF | 199'703 CHF | 100.00% | 100.00% |
13.05.2024 | 0.75% | 100.07 % | 100.82 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'139 CHF | 199'624 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 100.05 % | 100.80 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'100 CHF | 199'584 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 100.03 % | 100.78 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'060 CHF | 199'544 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 100.07 % | 100.82 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'139 CHF | 199'624 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 100.00 % | 100.75 % | 200'000 | 198'000 | 199'094 | 198'000 | 199'164 CHF | 199'555 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 100.01 % | 100.76 % | 199'000 | 198'000 | 199'309 | 198'000 | 199'543 CHF | 199'717 CHF | 99.51% | 100.00% |