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% | 99.39 % | 100.14 % | 201'000 | 199'000 | 201'086 | 199'552 | 199'483 CHF | 199'457 CHF | 100.00% | 100.00% |
16.05.2024 | 0.75% | 98.98 % | 99.73 % | 202'000 | 200'000 | 200'995 | 199'435 | 199'530 CHF | 199'477 CHF | 99.99% | 99.99% |
15.05.2024 | 0.75% | 99.56 % | 100.31 % | 190'000 | 199'000 | 198'860 | 197'382 | 195'954 CHF | 196'019 CHF | 99.99% | 99.99% |
14.05.2024 | 0.75% | 96.28 % | 97.01 % | 207'000 | 206'000 | 206'581 | 205'000 | 199'513 CHF | 199'480 CHF | 99.95% | 99.95% |
13.05.2024 | 0.75% | 97.29 % | 98.02 % | 205'000 | 204'000 | 204'628 | 202'981 | 199'564 CHF | 199'439 CHF | 99.98% | 99.98% |
10.05.2024 | 0.75% | 98.23 % | 98.96 % | 193'000 | 202'000 | 200'968 | 201'437 | 197'503 CHF | 199'448 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 97.58 % | 98.31 % | 204'000 | 203'000 | 203'792 | 202'354 | 199'363 CHF | 199'433 CHF | 99.99% | 99.99% |
07.05.2024 | 0.75% | 97.33 % | 98.06 % | 205'000 | 203'000 | 205'275 | 203'962 | 199'355 CHF | 199'570 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 96.71 % | 97.44 % | 206'000 | 205'000 | 205'670 | 204'107 | 199'543 CHF | 199'517 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 96.97 % | 97.70 % | 206'000 | 204'000 | 205'860 | 204'580 | 199'437 CHF | 199'690 CHF | 99.99% | 99.99% |