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 | 0.74% | 49.25 % | 49.62 % | 406'000 | 403'000 | 403'054 | 400'071 | 199'731 CHF | 199'734 CHF | 99.99% | 99.99% |
15.05.2024 | 0.75% | 49.57 % | 49.94 % | 403'000 | 400'000 | 407'566 | 404'555 | 199'769 CHF | 199'787 CHF | 99.99% | 99.99% |
14.05.2024 | 0.75% | 47.98 % | 48.34 % | 416'000 | 413'000 | 418'024 | 414'904 | 199'766 CHF | 199'769 CHF | 99.95% | 99.95% |
13.05.2024 | 0.75% | 47.45 % | 47.81 % | 421'000 | 418'000 | 426'295 | 423'168 | 199'763 CHF | 199'796 CHF | 99.96% | 99.96% |
10.05.2024 | 0.75% | 47.06 % | 47.41 % | 424'000 | 421'000 | 425'245 | 422'036 | 199'759 CHF | 199'749 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 44.70 % | 45.04 % | 447'000 | 444'000 | 448'442 | 445'043 | 199'779 CHF | 199'772 CHF | 99.98% | 99.98% |
07.05.2024 | 0.75% | 42.50 % | 42.82 % | 470'000 | 467'000 | 449'431 | 446'081 | 199'767 CHF | 199'771 CHF | 99.97% | 99.97% |
06.05.2024 | 0.75% | 46.03 % | 46.38 % | 434'000 | 431'000 | 434'519 | 431'209 | 199'740 CHF | 199'717 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 45.99 % | 46.34 % | 434'000 | 431'000 | 424'212 | 421'057 | 199'753 CHF | 199'766 CHF | 99.96% | 99.96% |
02.05.2024 | 0.76% | 47.30 % | 47.66 % | 422'000 | 419'000 | 420'916 | 417'730 | 199'755 CHF | 199'746 CHF | 99.91% | 99.91% |