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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.75% | 97.25 % | 97.98 % | 205'000 | 204'000 | 204'320 | 203'114 | 199'343 CHF | 199'664 CHF | 99.95% | 99.95% |
15.05.2024 | 0.75% | 97.66 % | 98.39 % | 204'000 | 203'000 | 203'542 | 202'068 | 199'529 CHF | 199'574 CHF | 99.97% | 99.97% |
14.05.2024 | 0.75% | 98.53 % | 99.27 % | 202'000 | 201'000 | 202'932 | 201'315 | 199'511 CHF | 199'411 CHF | 99.93% | 99.93% |
13.05.2024 | 0.75% | 98.27 % | 99.01 % | 203'000 | 201'000 | 203'815 | 202'060 | 199'574 CHF | 199'338 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 97.19 % | 97.92 % | 205'000 | 204'000 | 205'134 | 203'683 | 199'496 CHF | 199'572 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 96.46 % | 97.19 % | 207'000 | 205'000 | 206'515 | 204'492 | 199'484 CHF | 199'023 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 96.71 % | 97.44 % | 206'000 | 205'000 | 206'211 | 204'866 | 199'443 CHF | 199'638 CHF | 100.00% | 100.00% |
06.05.2024 | 0.74% | 96.51 % | 97.23 % | 207'000 | 205'000 | 206'737 | 204'993 | 199'607 CHF | 199'400 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 96.73 % | 97.46 % | 206'000 | 205'000 | 206'327 | 204'957 | 199'456 CHF | 199'628 CHF | 99.95% | 99.95% |
02.05.2024 | 0.76% | 96.24 % | 96.97 % | 207'000 | 206'000 | 207'064 | 201'315 | 199'440 CHF | 195'365 CHF | 99.97% | 99.97% |