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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.75% | 99.37 % | 100.12 % | 201'000 | 199'000 | 201'008 | 199'789 | 199'387 CHF | 199'676 CHF | 99.99% | 99.99% |
07.05.2024 | 0.76% | 98.99 % | 99.74 % | 202'000 | 200'000 | 201'963 | 200'086 | 199'671 CHF | 199'316 CHF | 100.00% | 100.00% |
06.05.2024 | 0.76% | 98.89 % | 99.64 % | 202'000 | 200'000 | 201'945 | 200'198 | 199'606 CHF | 199'380 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 97.92 % | 98.65 % | 204'000 | 202'000 | 203'526 | 201'982 | 199'521 CHF | 199'483 CHF | 99.98% | 99.98% |
02.05.2024 | 0.74% | 97.92 % | 98.65 % | 204'000 | 202'000 | 204'061 | 202'416 | 199'598 CHF | 199'466 CHF | 99.98% | 99.98% |
30.04.2024 | 0.76% | 97.69 % | 98.42 % | 204'000 | 203'000 | 203'196 | 201'269 | 199'913 CHF | 199'517 CHF | 100.00% | 100.00% |
29.04.2024 | 0.76% | 98.52 % | 99.27 % | 203'000 | 201'000 | 202'857 | 201'117 | 199'629 CHF | 199'418 CHF | 99.99% | 99.99% |
26.04.2024 | 0.75% | 98.02 % | 98.75 % | 204'000 | 202'000 | 203'068 | 201'521 | 199'507 CHF | 199'468 CHF | 100.00% | 100.00% |
25.04.2024 | 0.75% | 97.69 % | 98.42 % | 204'000 | 203'000 | 200'720 | 204'250 | 194'685 CHF | 199'610 CHF | 99.98% | 99.98% |
24.04.2024 | 0.76% | 96.34 % | 97.07 % | 207'000 | 206'000 | 207'641 | 205'965 | 199'636 CHF | 199'529 CHF | 100.00% | 100.00% |