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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.74% | 103.09 % | 103.86 % | 194'000 | 192'000 | 193'954 | 192'000 | 199'782 CHF | 199'248 CHF | 100.00% | 100.00% |
16.05.2024 | 0.74% | 103.00 % | 103.77 % | 194'000 | 192'000 | 193'541 | 192'000 | 199'493 CHF | 199'384 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 102.97 % | 103.74 % | 194'000 | 192'000 | 193'998 | 192'039 | 199'761 CHF | 199'222 CHF | 99.99% | 99.99% |
14.05.2024 | 0.75% | 102.83 % | 103.60 % | 194'000 | 193'000 | 194'000 | 192'998 | 199'330 CHF | 199'787 CHF | 99.94% | 99.94% |
13.05.2024 | 0.75% | 102.87 % | 103.64 % | 194'000 | 192'000 | 194'158 | 192'901 | 199'405 CHF | 199'599 CHF | 99.99% | 99.99% |
10.05.2024 | 0.75% | 102.51 % | 103.28 % | 195'000 | 193'000 | 194'300 | 193'027 | 199'263 CHF | 199'444 CHF | 99.99% | 99.99% |
08.05.2024 | 0.75% | 101.92 % | 102.69 % | 196'000 | 194'000 | 195'989 | 194'726 | 199'395 CHF | 199'609 CHF | 100.00% | 100.00% |
07.05.2024 | 0.76% | 101.43 % | 102.20 % | 197'000 | 195'000 | 196'679 | 195'266 | 199'470 CHF | 199'538 CHF | 100.00% | 100.00% |
06.05.2024 | 0.76% | 101.14 % | 101.91 % | 197'000 | 196'000 | 197'276 | 196'000 | 199'404 CHF | 199'622 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 100.52 % | 101.27 % | 198'000 | 197'000 | 197'802 | 196'073 | 199'607 CHF | 199'343 CHF | 100.00% | 100.00% |