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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.68% | 117.90 % | 118.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 590'018 CHF | 594'018 CHF | 99.43% | 99.43% |
14.05.2024 | 0.68% | 117.60 % | 118.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 586'457 CHF | 590'457 CHF | 98.96% | 98.96% |
13.05.2024 | 0.84% | 117.80 % | 118.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 589'512 CHF | 594'512 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 118.00 % | 119.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 590'064 CHF | 595'064 CHF | 99.84% | 99.84% |
08.05.2024 | 0.68% | 117.50 % | 118.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 587'155 CHF | 591'155 CHF | 98.15% | 98.15% |
07.05.2024 | 0.68% | 117.20 % | 118.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 584'722 CHF | 588'722 CHF | 99.88% | 99.88% |
06.05.2024 | 0.86% | 116.50 % | 117.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 581'808 CHF | 586'808 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 115.30 % | 116.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 577'326 CHF | 582'067 CHF | 100.00% | 100.00% |
02.05.2024 | 0.69% | 115.20 % | 116.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 577'247 CHF | 581'247 CHF | 100.00% | 100.00% |
30.04.2024 | 0.86% | 115.40 % | 116.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 578'062 CHF | 583'062 CHF | 99.59% | 99.59% |