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 | 0.79% | 97.34 % | 98.07 % | 102'000 | 101'000 | 59'805 | 59'593 | 56'642 CHF | 56'880 CHF | 96.94% | 99.66% |
15.05.2024 | 0.75% | 78.59 % | 79.18 % | 254'000 | 252'000 | 260'707 | 258'727 | 199'619 CHF | 199'597 CHF | 99.96% | 99.96% |
14.05.2024 | 0.75% | 73.16 % | 73.71 % | 273'000 | 271'000 | 276'221 | 274'159 | 199'612 CHF | 199'613 CHF | 99.92% | 99.92% |
13.05.2024 | 0.75% | 80.35 % | 80.96 % | 248'000 | 247'000 | 256'646 | 254'764 | 199'600 CHF | 199'631 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 77.23 % | 77.81 % | 258'000 | 257'000 | 255'116 | 253'281 | 199'585 CHF | 199'641 CHF | 99.99% | 99.99% |
08.05.2024 | 0.75% | 74.59 % | 75.15 % | 268'000 | 266'000 | 267'419 | 265'421 | 199'629 CHF | 199'632 CHF | 99.97% | 99.97% |
07.05.2024 | 0.75% | 75.32 % | 75.89 % | 265'000 | 263'000 | 269'765 | 267'765 | 199'629 CHF | 199'638 CHF | 99.98% | 99.98% |
06.05.2024 | 0.75% | 72.30 % | 72.85 % | 276'000 | 274'000 | 274'987 | 272'924 | 199'631 CHF | 199'627 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 71.83 % | 72.37 % | 278'000 | 276'000 | 281'282 | 279'144 | 199'655 CHF | 199'631 CHF | 99.92% | 99.92% |
02.05.2024 | 0.75% | 69.19 % | 69.71 % | 289'000 | 286'000 | 276'087 | 274'020 | 199'639 CHF | 199'634 CHF | 99.91% | 99.91% |