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 | 0.75% | 98.75 % | 99.49 % | 202'000 | 201'000 | 202'009 | 198'569 | 199'406 CHF | 197'480 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 98.48 % | 99.22 % | 203'000 | 186'000 | 203'328 | 198'613 | 199'571 CHF | 196'407 CHF | 99.96% | 99.96% |
14.05.2024 | 0.76% | 97.77 % | 98.51 % | 204'000 | 193'000 | 204'825 | 200'394 | 199'559 CHF | 196'726 CHF | 99.92% | 99.92% |
13.05.2024 | 0.75% | 97.40 % | 98.13 % | 205'000 | 203'000 | 205'361 | 204'106 | 199'300 CHF | 199'571 CHF | 99.98% | 99.98% |
10.05.2024 | 0.75% | 96.61 % | 97.34 % | 207'000 | 205'000 | 205'694 | 204'282 | 199'488 CHF | 199'609 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 96.83 % | 97.56 % | 206'000 | 190'000 | 206'650 | 191'496 | 199'631 CHF | 186'388 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 96.27 % | 97.00 % | 207'000 | 206'000 | 207'957 | 206'664 | 199'396 CHF | 199'645 CHF | 99.99% | 99.99% |
06.05.2024 | 0.75% | 95.79 % | 96.51 % | 208'000 | 207'000 | 208'040 | 206'776 | 199'338 CHF | 199'615 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 96.12 % | 96.84 % | 208'000 | 206'000 | 208'281 | 206'780 | 199'533 CHF | 199'585 CHF | 99.94% | 99.94% |
02.05.2024 | 0.75% | 95.70 % | 96.42 % | 208'000 | 192'000 | 206'247 | 201'997 | 199'558 CHF | 196'937 CHF | 100.00% | 100.00% |