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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.76% | 99.12 % | 99.87 % | 201'000 | 200'000 | 201'582 | 200'322 | 199'346 CHF | 199'603 CHF | 99.99% | 99.99% |
07.05.2024 | 0.76% | 98.63 % | 99.38 % | 202'000 | 201'000 | 202'049 | 200'815 | 199'369 CHF | 199'657 CHF | 99.99% | 99.99% |
06.05.2024 | 0.74% | 98.36 % | 99.11 % | 203'000 | 201'000 | 203'000 | 201'472 | 199'458 CHF | 199'437 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 97.68 % | 98.41 % | 204'000 | 203'000 | 203'953 | 202'294 | 199'575 CHF | 199'428 CHF | 99.99% | 99.99% |
02.05.2024 | 0.75% | 97.39 % | 98.12 % | 205'000 | 203'000 | 204'679 | 203'066 | 199'572 CHF | 199'482 CHF | 99.98% | 99.98% |
30.04.2024 | 0.75% | 97.46 % | 98.19 % | 205'000 | 203'000 | 204'799 | 127'261 | 199'437 CHF | 124'920 CHF | 99.97% | 99.97% |
29.04.2024 | 0.75% | 97.29 % | 98.02 % | 205'000 | 204'000 | 204'415 | 203'113 | 199'395 CHF | 199'608 CHF | 99.99% | 99.99% |
26.04.2024 | 0.75% | 97.11 % | 97.84 % | 205'000 | 204'000 | 205'664 | 203'544 | 199'564 CHF | 198'993 CHF | 100.00% | 100.00% |
25.04.2024 | 0.75% | 96.80 % | 97.53 % | 206'000 | 205'000 | 206'097 | 204'318 | 199'638 CHF | 199'405 CHF | 99.98% | 99.98% |
24.04.2024 | 0.75% | 97.30 % | 98.03 % | 205'000 | 184'000 | 204'721 | 197'301 | 199'548 CHF | 193'768 CHF | 100.00% | 100.00% |