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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.74% | 100.56 % | 101.31 % | 198'000 | 197'000 | 198'000 | 197'000 | 199'109 CHF | 199'581 CHF | 100.00% | 100.00% |
21.05.2024 | 0.74% | 100.51 % | 101.26 % | 198'000 | 197'000 | 198'476 | 197'000 | 199'500 CHF | 199'494 CHF | 99.99% | 99.99% |
17.05.2024 | 0.74% | 100.60 % | 101.35 % | 198'000 | 197'000 | 198'000 | 197'000 | 199'188 CHF | 199'660 CHF | 100.00% | 100.00% |
16.05.2024 | 0.74% | 100.59 % | 101.34 % | 198'000 | 197'000 | 198'000 | 197'000 | 199'168 CHF | 199'640 CHF | 100.00% | 100.00% |
15.05.2024 | 0.74% | 100.57 % | 101.32 % | 198'000 | 197'000 | 198'053 | 197'000 | 199'175 CHF | 199'593 CHF | 100.00% | 100.00% |
14.05.2024 | 0.74% | 100.50 % | 101.25 % | 199'000 | 197'000 | 198'772 | 197'000 | 199'712 CHF | 199'410 CHF | 100.00% | 100.00% |
13.05.2024 | 0.75% | 100.15 % | 100.90 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'444 CHF | 199'926 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 100.21 % | 100.96 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'267 CHF | 199'751 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 100.02 % | 100.77 % | 199'000 | 198'000 | 199'000 | 198'000 | 199'040 CHF | 199'525 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 100.02 % | 100.77 % | 199'000 | 198'000 | 199'672 | 198'000 | 199'631 CHF | 199'445 CHF | 100.00% | 100.00% |