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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.75% | 99.71 % | 100.46 % | 200'000 | 199'000 | 200'048 | 198'917 | 199'332 CHF | 199'697 CHF | 100.00% | 100.00% |
16.05.2024 | 0.75% | 99.35 % | 100.09 % | 201'000 | 199'000 | 200'667 | 198'918 | 199'702 CHF | 199'445 CHF | 99.95% | 99.95% |
15.05.2024 | 0.75% | 99.46 % | 100.21 % | 201'000 | 199'000 | 201'287 | 199'994 | 199'354 CHF | 199'556 CHF | 100.00% | 100.00% |
14.05.2024 | 0.75% | 98.87 % | 99.62 % | 202'000 | 200'000 | 201'992 | 200'393 | 199'584 CHF | 199'502 CHF | 100.00% | 100.00% |
13.05.2024 | 0.76% | 99.25 % | 100.00 % | 201'000 | 200'000 | 201'950 | 197'171 | 199'329 CHF | 196'096 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 98.52 % | 99.26 % | 203'000 | 201'000 | 202'816 | 201'000 | 199'646 CHF | 199'346 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 98.03 % | 98.76 % | 204'000 | 202'000 | 203'806 | 202'000 | 199'642 CHF | 199'348 CHF | 99.99% | 99.99% |
07.05.2024 | 0.75% | 97.67 % | 98.40 % | 204'000 | 203'000 | 204'833 | 203'176 | 199'522 CHF | 199'391 CHF | 99.99% | 99.99% |
06.05.2024 | 0.76% | 97.03 % | 97.76 % | 206'000 | 204'000 | 205'108 | 203'433 | 199'539 CHF | 199'412 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 96.83 % | 97.56 % | 206'000 | 205'000 | 205'937 | 204'589 | 199'485 CHF | 199'672 CHF | 99.99% | 99.99% |