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 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'859 CHF | 508'859 CHF | 98.03% | 98.03% |
15.05.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'354 CHF | 507'354 CHF | 99.44% | 99.44% |
14.05.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'192 CHF | 505'192 CHF | 98.95% | 98.95% |
13.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'562 CHF | 506'562 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'908 CHF | 506'908 CHF | 99.84% | 99.84% |
08.05.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'680 CHF | 505'680 CHF | 98.03% | 98.03% |
07.05.2024 | 1.00% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'278 CHF | 504'278 CHF | 99.47% | 99.47% |
06.05.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'429 CHF | 503'429 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'501 CHF | 501'761 CHF | 100.00% | 100.00% |
02.05.2024 | 1.00% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'630 CHF | 500'630 CHF | 100.00% | 100.00% |