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 | 0.76% | 98.85 % | 99.60 % | 202'000 | 200'000 | 202'000 | 200'000 | 199'677 CHF | 199'200 CHF | 100.00% | 100.00% |
15.05.2024 | 0.76% | 98.83 % | 99.58 % | 202'000 | 200'000 | 202'000 | 200'000 | 199'637 CHF | 199'160 CHF | 100.00% | 100.00% |
14.05.2024 | 0.76% | 98.83 % | 99.58 % | 202'000 | 200'000 | 202'000 | 200'000 | 199'637 CHF | 199'160 CHF | 100.00% | 100.00% |
13.05.2024 | 0.76% | 98.84 % | 99.59 % | 202'000 | 200'000 | 202'000 | 200'000 | 199'657 CHF | 199'180 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 98.83 % | 99.58 % | 202'000 | 200'000 | 202'000 | 200'000 | 199'637 CHF | 199'160 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 98.82 % | 99.57 % | 202'000 | 200'000 | 202'000 | 200'000 | 199'616 CHF | 199'140 CHF | 100.00% | 100.00% |
07.05.2024 | 0.76% | 98.80 % | 99.55 % | 202'000 | 200'000 | 202'000 | 200'000 | 199'576 CHF | 199'100 CHF | 100.00% | 100.00% |
06.05.2024 | 0.76% | 98.80 % | 99.55 % | 202'000 | 200'000 | 202'000 | 200'000 | 199'576 CHF | 199'100 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 98.77 % | 99.52 % | 202'000 | 200'000 | 202'000 | 200'000 | 199'515 CHF | 199'040 CHF | 100.00% | 100.00% |
02.05.2024 | 0.76% | 98.77 % | 99.52 % | 202'000 | 200'000 | 201'976 | 200'000 | 199'497 CHF | 199'045 CHF | 96.59% | 100.00% |