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% | 96.96 % | 97.69 % | 206'000 | 204'000 | 203'683 | 203'824 | 197'841 CHF | 199'465 CHF | 99.97% | 99.97% |
15.05.2024 | 0.75% | 94.22 % | 94.93 % | 212'000 | 210'000 | 212'647 | 211'021 | 199'557 CHF | 199'528 CHF | 99.97% | 99.97% |
14.05.2024 | 0.74% | 92.79 % | 93.48 % | 215'000 | 213'000 | 215'858 | 214'173 | 199'555 CHF | 199'475 CHF | 99.95% | 99.95% |
13.05.2024 | 0.75% | 94.30 % | 95.01 % | 212'000 | 210'000 | 212'915 | 211'189 | 199'591 CHF | 199'472 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 93.19 % | 93.90 % | 214'000 | 212'000 | 213'379 | 211'972 | 199'446 CHF | 199'635 CHF | 99.99% | 99.99% |
08.05.2024 | 0.75% | 91.91 % | 92.60 % | 217'000 | 215'000 | 216'999 | 215'340 | 199'524 CHF | 199'484 CHF | 99.98% | 99.98% |
07.05.2024 | 0.75% | 91.77 % | 92.46 % | 217'000 | 216'000 | 218'897 | 217'079 | 199'630 CHF | 199'470 CHF | 99.99% | 99.99% |
06.05.2024 | 0.75% | 90.77 % | 91.46 % | 220'000 | 218'000 | 220'462 | 218'879 | 199'479 CHF | 199'547 CHF | 99.99% | 99.99% |
03.05.2024 | 0.75% | 89.84 % | 90.51 % | 222'000 | 220'000 | 223'281 | 221'569 | 199'622 CHF | 199'578 CHF | 99.93% | 99.93% |
02.05.2024 | 0.75% | 88.76 % | 89.43 % | 225'000 | 223'000 | 220'606 | 218'991 | 199'565 CHF | 199'598 CHF | 99.98% | 99.98% |