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 | 0.76% | 103.66 % | 104.44 % | 144'000 | 143'000 | 144'000 | 143'000 | 149'557 CHF | 149'648 CHF | 99.99% | 99.99% |
15.05.2024 | 0.75% | 103.99 % | 104.78 % | 144'000 | 143'000 | 144'115 | 143'051 | 149'387 CHF | 149'401 CHF | 99.95% | 99.95% |
14.05.2024 | 0.75% | 103.75 % | 104.54 % | 144'000 | 143'000 | 145'026 | 143'980 | 149'313 CHF | 149'354 CHF | 99.92% | 99.92% |
13.05.2024 | 0.76% | 101.73 % | 102.50 % | 147'000 | 146'000 | 147'213 | 146'049 | 149'429 CHF | 149'372 CHF | 99.99% | 99.99% |
10.05.2024 | 0.75% | 101.28 % | 102.05 % | 148'000 | 146'000 | 147'328 | 146'295 | 149'323 CHF | 149'399 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 100.71 % | 101.46 % | 148'000 | 147'000 | 148'719 | 147'266 | 149'675 CHF | 149'317 CHF | 99.98% | 99.98% |
07.05.2024 | 0.74% | 100.61 % | 101.36 % | 149'000 | 147'000 | 149'000 | 147'950 | 149'731 CHF | 149'786 CHF | 100.00% | 100.00% |
06.05.2024 | 0.74% | 100.41 % | 101.16 % | 149'000 | 148'000 | 148'935 | 147'830 | 149'560 CHF | 149'560 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 100.39 % | 101.14 % | 149'000 | 148'000 | 148'858 | 147'822 | 149'591 CHF | 149'659 CHF | 99.93% | 99.93% |
02.05.2024 | 0.74% | 100.37 % | 101.12 % | 149'000 | 148'000 | 148'994 | 147'865 | 149'582 CHF | 149'558 CHF | 99.98% | 99.98% |