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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.75% | 102.74 % | 103.51 % | 194'000 | 193'000 | 194'000 | 192'877 | 199'456 CHF | 199'786 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 102.68 % | 103.45 % | 194'000 | 193'000 | 194'049 | 193'000 | 199'216 CHF | 199'625 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 102.45 % | 103.22 % | 195'000 | 193'000 | 195'000 | 193'706 | 199'496 CHF | 199'664 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 102.02 % | 102.79 % | 196'000 | 194'000 | 196'000 | 194'433 | 199'591 CHF | 199'492 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 101.68 % | 102.45 % | 196'000 | 195'000 | 196'000 | 194'185 | 199'658 CHF | 199'304 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 101.52 % | 102.29 % | 197'000 | 195'000 | 196'127 | 195'000 | 199'257 CHF | 199'614 CHF | 99.98% | 99.98% |
02.05.2024 | 0.76% | 101.41 % | 102.18 % | 197'000 | 195'000 | 196'968 | 195'000 | 199'755 CHF | 199'261 CHF | 100.00% | 100.00% |
30.04.2024 | 0.76% | 101.52 % | 102.29 % | 197'000 | 195'000 | 196'792 | 195'000 | 199'822 CHF | 199'504 CHF | 99.99% | 99.99% |
29.04.2024 | 0.75% | 101.52 % | 102.29 % | 197'000 | 195'000 | 196'071 | 195'000 | 199'239 CHF | 199'652 CHF | 100.00% | 100.00% |
26.04.2024 | 0.76% | 101.52 % | 102.29 % | 197'000 | 195'000 | 196'956 | 195'022 | 199'713 CHF | 199'255 CHF | 100.00% | 100.00% |