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 | 0.97% | 102.73 % | 103.73 % | 500'000 | 500'000 | 499'987 | 500'000 | 513'917 CHF | 518'930 CHF | 100.00% | 100.00% |
15.05.2024 | 0.97% | 102.61 % | 103.61 % | 500'000 | 500'000 | 499'987 | 500'000 | 511'981 CHF | 516'995 CHF | 100.00% | 100.00% |
14.05.2024 | 0.98% | 102.18 % | 103.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'302 CHF | 515'302 CHF | 100.00% | 100.00% |
13.05.2024 | 0.98% | 102.05 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'185 CHF | 515'185 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 101.94 % | 102.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'492 CHF | 514'492 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 101.48 % | 102.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'215 CHF | 512'215 CHF | 100.00% | 100.00% |
07.05.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'512 CHF | 510'512 CHF | 100.00% | 100.00% |
06.05.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'767 CHF | 508'767 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 100.53 % | 101.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'443 CHF | 507'443 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 100.32 % | 101.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'355 CHF | 507'355 CHF | 100.00% | 100.00% |