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 | 0.75% | 96.82 % | 97.55 % | 206'000 | 205'000 | 206'000 | 204'756 | 199'365 CHF | 199'655 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 96.71 % | 97.44 % | 206'000 | 205'000 | 206'392 | 204'802 | 199'551 CHF | 199'508 CHF | 99.91% | 99.91% |
14.05.2024 | 0.75% | 96.73 % | 97.46 % | 206'000 | 205'000 | 206'115 | 204'577 | 199'502 CHF | 199'506 CHF | 99.93% | 99.93% |
13.05.2024 | 0.75% | 96.48 % | 97.21 % | 207'000 | 205'000 | 206'762 | 205'279 | 199'476 CHF | 199'543 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 96.18 % | 96.91 % | 207'000 | 206'000 | 206'954 | 205'268 | 199'567 CHF | 199'440 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 96.05 % | 96.78 % | 208'000 | 206'000 | 207'994 | 206'070 | 199'659 CHF | 199'316 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 95.71 % | 96.44 % | 208'000 | 207'000 | 208'719 | 207'034 | 199'586 CHF | 199'463 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 95.46 % | 96.17 % | 209'000 | 207'000 | 208'652 | 207'017 | 199'569 CHF | 199'494 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 95.97 % | 96.70 % | 208'000 | 206'000 | 207'101 | 205'546 | 199'519 CHF | 199'514 CHF | 99.99% | 99.99% |
02.05.2024 | 0.75% | 94.56 % | 95.27 % | 211'000 | 209'000 | 210'874 | 209'567 | 199'411 CHF | 199'663 CHF | 99.96% | 99.96% |