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% | 98.96 % | 99.71 % | 202'000 | 200'000 | 201'014 | 200'000 | 199'206 CHF | 199'702 CHF | 100.00% | 100.00% |
15.05.2024 | 0.76% | 98.77 % | 99.52 % | 202'000 | 200'000 | 202'000 | 200'101 | 199'504 CHF | 199'129 CHF | 100.00% | 100.00% |
14.05.2024 | 0.76% | 98.65 % | 99.40 % | 202'000 | 201'000 | 202'000 | 200'748 | 199'421 CHF | 199'690 CHF | 100.00% | 100.00% |
13.05.2024 | 0.76% | 98.96 % | 99.71 % | 202'000 | 200'000 | 202'000 | 200'000 | 199'844 CHF | 199'365 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 98.92 % | 99.67 % | 202'000 | 200'000 | 202'000 | 200'000 | 199'787 CHF | 199'309 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 98.63 % | 99.38 % | 202'000 | 201'000 | 202'006 | 201'000 | 199'177 CHF | 199'693 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 98.53 % | 99.28 % | 202'000 | 201'000 | 202'961 | 201'106 | 199'710 CHF | 199'383 CHF | 100.00% | 100.00% |
06.05.2024 | 0.74% | 98.20 % | 98.93 % | 203'000 | 202'000 | 203'099 | 202'000 | 199'328 CHF | 199'724 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 97.82 % | 98.55 % | 204'000 | 202'000 | 203'925 | 202'071 | 199'709 CHF | 199'368 CHF | 99.99% | 99.99% |
02.05.2024 | 0.74% | 97.76 % | 98.49 % | 204'000 | 203'000 | 204'000 | 202'202 | 199'557 CHF | 199'274 CHF | 100.00% | 100.00% |