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 | 0.76% | 101.15 % | 101.92 % | 197'000 | 196'000 | 197'000 | 196'000 | 199'266 CHF | 199'763 CHF | 100.00% | 100.00% |
14.05.2024 | 0.76% | 101.15 % | 101.92 % | 197'000 | 196'000 | 197'000 | 196'000 | 199'266 CHF | 199'763 CHF | 100.00% | 100.00% |
13.05.2024 | 0.76% | 101.18 % | 101.95 % | 197'000 | 196'000 | 197'323 | 196'000 | 199'536 CHF | 199'708 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 100.95 % | 101.71 % | 198'000 | 196'000 | 198'000 | 196'000 | 199'881 CHF | 199'352 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 102.66 % | 103.43 % | 194'000 | 193'000 | 194'000 | 193'000 | 199'160 CHF | 199'620 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 102.72 % | 103.49 % | 194'000 | 193'000 | 194'690 | 193'000 | 199'578 CHF | 199'332 CHF | 99.99% | 99.99% |
06.05.2024 | 0.75% | 102.45 % | 103.22 % | 195'000 | 193'000 | 195'000 | 193'000 | 199'778 CHF | 199'215 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 102.44 % | 103.21 % | 195'000 | 193'000 | 195'000 | 193'115 | 199'594 CHF | 199'152 CHF | 99.99% | 99.99% |
02.05.2024 | 0.75% | 102.36 % | 103.13 % | 195'000 | 193'000 | 195'000 | 193'870 | 199'502 CHF | 199'839 CHF | 100.00% | 100.00% |
30.04.2024 | 0.75% | 102.32 % | 103.09 % | 195'000 | 194'000 | 195'000 | 193'797 | 199'544 CHF | 199'805 CHF | 100.00% | 100.00% |