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% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'488 CHF | 507'488 CHF | 99.61% | 99.61% |
15.05.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 507'500 CHF | 99.42% | 99.42% |
14.05.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 507'500 CHF | 98.96% | 98.96% |
13.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 506'500 CHF | 99.80% | 99.80% |
10.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 506'500 CHF | 99.84% | 99.84% |
08.05.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 499'522 | 498'500 CHF | 503'019 CHF | 98.15% | 98.15% |
07.05.2024 | 1.00% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'906 CHF | 504'906 CHF | 99.88% | 99.88% |
06.05.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'413 CHF | 502'413 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'807 CHF | 501'066 CHF | 100.00% | 100.00% |
02.05.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'000 CHF | 501'000 CHF | 100.00% | 100.00% |