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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.74% | 100.53 % | 101.28 % | 198'000 | 197'000 | 198'690 | 197'000 | 199'482 CHF | 199'263 CHF | 100.00% | 100.00% |
06.05.2024 | 0.74% | 100.34 % | 101.09 % | 199'000 | 197'000 | 199'000 | 197'000 | 199'677 CHF | 199'147 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 100.28 % | 101.03 % | 199'000 | 197'000 | 199'000 | 197'498 | 199'541 CHF | 199'516 CHF | 100.00% | 100.00% |
02.05.2024 | 0.74% | 100.44 % | 101.19 % | 199'000 | 197'000 | 199'000 | 197'000 | 199'876 CHF | 199'344 CHF | 100.00% | 100.00% |
30.04.2024 | 0.74% | 100.41 % | 101.16 % | 199'000 | 197'000 | 199'000 | 197'000 | 199'816 CHF | 199'285 CHF | 100.00% | 100.00% |
29.04.2024 | 0.74% | 100.41 % | 101.16 % | 199'000 | 197'000 | 199'000 | 197'000 | 199'816 CHF | 199'285 CHF | 100.00% | 100.00% |
26.04.2024 | 0.74% | 100.40 % | 101.15 % | 199'000 | 197'000 | 199'000 | 197'000 | 199'622 CHF | 199'093 CHF | 100.00% | 100.00% |
25.04.2024 | 0.74% | 100.24 % | 100.99 % | 199'000 | 198'000 | 199'000 | 197'199 | 199'683 CHF | 199'355 CHF | 100.00% | 100.00% |
24.04.2024 | 0.74% | 100.40 % | 101.15 % | 199'000 | 197'000 | 199'000 | 197'000 | 199'796 CHF | 199'266 CHF | 100.00% | 100.00% |
23.04.2024 | 0.75% | 100.27 % | 101.02 % | 199'000 | 197'000 | 199'000 | 197'223 | 199'520 CHF | 199'217 CHF | 99.95% | 99.95% |