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 | 0.75% | 105.08 % | 105.87 % | 142'000 | 141'000 | 142'000 | 141'000 | 149'188 CHF | 149'251 CHF | 100.00% | 100.00% |
16.05.2024 | 0.75% | 104.95 % | 105.74 % | 142'000 | 141'000 | 142'010 | 141'000 | 149'078 CHF | 149'131 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 104.88 % | 105.67 % | 143'000 | 141'000 | 142'833 | 141'001 | 149'820 CHF | 149'013 CHF | 99.96% | 99.96% |
14.05.2024 | 0.75% | 104.83 % | 105.62 % | 143'000 | 142'000 | 142'546 | 141'171 | 149'494 CHF | 149'167 CHF | 99.97% | 99.97% |
13.05.2024 | 0.75% | 104.95 % | 105.74 % | 142'000 | 141'000 | 142'626 | 141'350 | 149'637 CHF | 149'416 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 104.91 % | 105.70 % | 142'000 | 141'000 | 142'105 | 141'001 | 149'315 CHF | 149'269 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 104.70 % | 105.49 % | 143'000 | 142'000 | 143'000 | 142'000 | 149'721 CHF | 149'796 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 104.64 % | 105.43 % | 143'000 | 142'000 | 143'000 | 142'000 | 149'529 CHF | 149'605 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 104.53 % | 105.32 % | 143'000 | 142'000 | 143'000 | 142'000 | 149'476 CHF | 149'552 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 104.49 % | 105.28 % | 143'000 | 142'000 | 143'000 | 142'000 | 149'331 CHF | 149'409 CHF | 100.00% | 100.00% |