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% | 100.16 % | 100.91 % | 199'000 | 198'000 | 198'930 | 197'016 | 199'738 CHF | 199'294 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 100.56 % | 101.31 % | 198'000 | 197'000 | 199'560 | 197'837 | 199'578 CHF | 199'339 CHF | 99.96% | 99.96% |
14.05.2024 | 0.75% | 99.97 % | 100.72 % | 200'000 | 198'000 | 199'621 | 198'206 | 199'326 CHF | 199'400 CHF | 99.93% | 99.93% |
13.05.2024 | 0.75% | 97.92 % | 98.65 % | 204'000 | 202'000 | 203'267 | 201'954 | 199'436 CHF | 199'634 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 99.13 % | 99.88 % | 201'000 | 197'000 | 202'009 | 198'760 | 199'470 CHF | 197'751 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 98.28 % | 99.01 % | 203'000 | 201'000 | 202'991 | 201'219 | 199'604 CHF | 199'352 CHF | 99.97% | 99.97% |
07.05.2024 | 0.75% | 97.91 % | 98.64 % | 204'000 | 202'000 | 204'776 | 202'989 | 199'580 CHF | 199'320 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 97.05 % | 97.78 % | 206'000 | 204'000 | 205'621 | 204'060 | 199'468 CHF | 199'443 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 96.94 % | 97.67 % | 206'000 | 204'000 | 205'968 | 204'684 | 199'373 CHF | 199'623 CHF | 100.00% | 100.00% |
02.05.2024 | 0.75% | 96.30 % | 97.03 % | 207'000 | 206'000 | 207'244 | 205'701 | 199'543 CHF | 199'551 CHF | 99.99% | 99.99% |