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 | 0.74% | 103.47 % | 104.24 % | 144'000 | 143'000 | 144'813 | 143'652 | 149'595 CHF | 149'502 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 103.58 % | 104.36 % | 144'000 | 143'000 | 144'008 | 143'000 | 149'174 CHF | 149'241 CHF | 99.94% | 99.94% |
14.05.2024 | 0.75% | 103.63 % | 104.41 % | 144'000 | 143'000 | 144'303 | 143'193 | 149'404 CHF | 149'366 CHF | 99.98% | 99.98% |
13.05.2024 | 0.74% | 103.50 % | 104.27 % | 144'000 | 143'000 | 145'173 | 143'912 | 149'733 CHF | 149'542 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 102.30 % | 103.07 % | 146'000 | 145'000 | 146'000 | 145'000 | 149'430 CHF | 149'523 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 101.82 % | 102.59 % | 147'000 | 146'000 | 147'000 | 145'985 | 149'653 CHF | 149'743 CHF | 99.99% | 99.99% |
07.05.2024 | 0.75% | 102.33 % | 103.10 % | 146'000 | 145'000 | 146'000 | 145'000 | 149'423 CHF | 149'516 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 102.09 % | 102.86 % | 146'000 | 145'000 | 146'145 | 145'079 | 149'375 CHF | 149'403 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 101.78 % | 102.55 % | 147'000 | 146'000 | 147'000 | 146'000 | 149'476 CHF | 149'583 CHF | 100.00% | 100.00% |
02.05.2024 | 0.76% | 101.23 % | 102.00 % | 148'000 | 147'000 | 147'779 | 146'530 | 149'633 CHF | 149'496 CHF | 99.99% | 99.99% |