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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.75% | 106.34 % | 107.14 % | 141'000 | 140'000 | 140'932 | 139'795 | 149'785 CHF | 149'697 CHF | 100.00% | 100.00% |
13.05.2024 | 0.75% | 106.21 % | 107.01 % | 141'000 | 140'000 | 137'591 | 136'570 | 149'168 CHF | 149'169 CHF | 99.99% | 99.99% |
10.05.2024 | 0.75% | 108.81 % | 109.62 % | 137'000 | 136'000 | 137'000 | 136'000 | 149'243 CHF | 149'268 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 108.61 % | 109.42 % | 138'000 | 137'000 | 137'994 | 136'960 | 149'343 CHF | 149'334 CHF | 99.98% | 99.98% |
07.05.2024 | 0.75% | 107.97 % | 108.78 % | 138'000 | 137'000 | 138'801 | 137'750 | 149'730 CHF | 149'711 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 107.76 % | 108.57 % | 139'000 | 138'000 | 138'133 | 137'126 | 149'523 CHF | 149'544 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 107.85 % | 108.66 % | 139'000 | 138'000 | 138'857 | 137'837 | 149'626 CHF | 149'643 CHF | 99.98% | 99.98% |
02.05.2024 | 0.75% | 107.76 % | 108.57 % | 139'000 | 138'000 | 138'026 | 137'026 | 149'335 CHF | 149'363 CHF | 100.00% | 100.00% |
30.04.2024 | 0.74% | 107.88 % | 108.69 % | 139'000 | 138'000 | 138'027 | 137'007 | 149'799 CHF | 149'803 CHF | 99.97% | 99.97% |
29.04.2024 | 0.74% | 108.67 % | 109.48 % | 138'000 | 137'000 | 135'316 | 136'774 | 146'948 CHF | 149'632 CHF | 99.99% | 99.99% |