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% | 97.45 % | 98.18 % | 205'000 | 203'000 | 205'131 | 203'802 | 199'419 CHF | 199'615 CHF | 99.97% | 99.97% |
14.05.2024 | 0.75% | 97.08 % | 97.81 % | 206'000 | 204'000 | 205'567 | 204'117 | 199'454 CHF | 199'537 CHF | 99.97% | 99.97% |
13.05.2024 | 0.75% | 96.85 % | 97.58 % | 206'000 | 204'000 | 205'459 | 204'212 | 199'383 CHF | 199'664 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 97.35 % | 98.08 % | 205'000 | 203'000 | 204'887 | 203'000 | 199'772 CHF | 199'414 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 97.09 % | 97.82 % | 205'000 | 204'000 | 205'915 | 204'003 | 199'717 CHF | 199'352 CHF | 99.99% | 99.99% |
07.05.2024 | 0.75% | 96.70 % | 97.43 % | 206'000 | 205'000 | 206'692 | 204'931 | 199'591 CHF | 199'387 CHF | 99.99% | 99.99% |
06.05.2024 | 0.75% | 96.44 % | 97.17 % | 207'000 | 205'000 | 206'703 | 205'019 | 199'571 CHF | 199'442 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 96.72 % | 97.45 % | 206'000 | 205'000 | 206'095 | 204'562 | 199'509 CHF | 199'518 CHF | 99.99% | 99.99% |
02.05.2024 | 0.76% | 96.03 % | 96.76 % | 208'000 | 206'000 | 207'740 | 205'999 | 199'622 CHF | 199'453 CHF | 99.97% | 99.97% |
30.04.2024 | 0.75% | 96.05 % | 96.78 % | 208'000 | 206'000 | 206'949 | 205'073 | 199'457 CHF | 199'146 CHF | 100.00% | 100.00% |