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% | 103.92 % | 104.71 % | 192'000 | 191'000 | 192'000 | 190'958 | 199'424 CHF | 199'850 CHF | 100.00% | 100.00% |
15.05.2024 | 0.74% | 103.40 % | 104.17 % | 193'000 | 191'000 | 193'000 | 191'800 | 199'535 CHF | 199'771 CHF | 99.97% | 99.97% |
14.05.2024 | 0.74% | 103.32 % | 104.09 % | 193'000 | 192'000 | 193'010 | 192'000 | 199'149 CHF | 199'585 CHF | 100.00% | 100.00% |
13.05.2024 | 0.74% | 103.39 % | 104.16 % | 193'000 | 192'000 | 193'000 | 191'698 | 199'496 CHF | 199'626 CHF | 100.00% | 100.00% |
10.05.2024 | 0.74% | 103.33 % | 104.10 % | 193'000 | 192'000 | 193'000 | 192'000 | 199'207 CHF | 199'652 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 102.79 % | 103.56 % | 194'000 | 193'000 | 194'202 | 193'000 | 199'357 CHF | 199'610 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 102.33 % | 103.10 % | 195'000 | 193'000 | 195'010 | 193'924 | 199'333 CHF | 199'716 CHF | 99.99% | 99.99% |
06.05.2024 | 0.75% | 101.93 % | 102.70 % | 196'000 | 194'000 | 195'884 | 194'000 | 199'727 CHF | 199'300 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 101.68 % | 102.45 % | 196'000 | 195'000 | 196'000 | 194'768 | 199'427 CHF | 199'673 CHF | 100.00% | 100.00% |
02.05.2024 | 0.75% | 101.56 % | 102.33 % | 196'000 | 195'000 | 196'000 | 194'869 | 199'367 CHF | 199'717 CHF | 100.00% | 100.00% |