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 | 0.76% | 101.46 % | 102.23 % | 197'000 | 195'000 | 197'000 | 195'000 | 199'798 CHF | 199'272 CHF | 100.00% | 100.00% |
15.05.2024 | 0.76% | 101.28 % | 102.05 % | 197'000 | 195'000 | 197'121 | 195'330 | 199'536 CHF | 199'223 CHF | 99.98% | 99.98% |
14.05.2024 | 0.74% | 100.98 % | 101.74 % | 198'000 | 196'000 | 198'000 | 196'285 | 199'640 CHF | 199'384 CHF | 100.00% | 100.00% |
13.05.2024 | 0.74% | 100.77 % | 101.52 % | 198'000 | 197'000 | 198'950 | 197'401 | 199'602 CHF | 199'530 CHF | 99.99% | 99.99% |
10.05.2024 | 0.74% | 100.70 % | 101.45 % | 198'000 | 197'000 | 198'000 | 197'000 | 199'386 CHF | 199'856 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 100.67 % | 101.42 % | 198'000 | 197'000 | 198'000 | 197'000 | 199'241 CHF | 199'712 CHF | 100.00% | 100.00% |
07.05.2024 | 0.74% | 100.66 % | 101.41 % | 198'000 | 197'000 | 198'106 | 197'000 | 199'328 CHF | 199'693 CHF | 100.00% | 100.00% |
06.05.2024 | 0.74% | 100.51 % | 101.26 % | 198'000 | 197'000 | 198'002 | 197'000 | 199'034 CHF | 199'504 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 100.54 % | 101.29 % | 198'000 | 197'000 | 199'062 | 197'249 | 199'693 CHF | 199'353 CHF | 99.99% | 99.99% |
02.05.2024 | 0.75% | 100.23 % | 100.98 % | 199'000 | 198'000 | 199'038 | 197'117 | 199'553 CHF | 199'105 CHF | 99.99% | 99.99% |