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% | 99.09 % | 99.84 % | 201'000 | 200'000 | 200'842 | 199'609 | 199'395 CHF | 199'667 CHF | 100.00% | 100.00% |
15.05.2024 | 0.76% | 98.75 % | 99.50 % | 202'000 | 201'000 | 202'530 | 201'076 | 199'501 CHF | 199'572 CHF | 99.93% | 99.93% |
14.05.2024 | 0.74% | 98.15 % | 98.88 % | 203'000 | 202'000 | 203'565 | 202'126 | 199'444 CHF | 199'512 CHF | 100.00% | 100.00% |
13.05.2024 | 0.76% | 98.64 % | 99.39 % | 202'000 | 201'000 | 202'626 | 201'000 | 199'581 CHF | 199'486 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 98.17 % | 98.90 % | 203'000 | 202'000 | 203'010 | 201'494 | 199'498 CHF | 199'492 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 97.44 % | 98.17 % | 205'000 | 203'000 | 204'949 | 203'121 | 199'628 CHF | 199'330 CHF | 99.99% | 99.99% |
07.05.2024 | 0.75% | 96.84 % | 97.57 % | 206'000 | 204'000 | 206'874 | 205'325 | 199'521 CHF | 199'526 CHF | 100.00% | 100.00% |
06.05.2024 | 0.76% | 96.01 % | 96.74 % | 208'000 | 206'000 | 207'615 | 206'118 | 199'514 CHF | 199'580 CHF | 99.98% | 99.98% |
03.05.2024 | 0.75% | 95.35 % | 96.06 % | 209'000 | 208'000 | 209'807 | 208'203 | 199'563 CHF | 199'519 CHF | 99.96% | 99.96% |
02.05.2024 | 0.75% | 94.52 % | 95.23 % | 211'000 | 210'000 | 208'620 | 206'907 | 199'563 CHF | 199'418 CHF | 99.95% | 99.95% |