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 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'868 CHF | 512'868 CHF | 99.61% | 99.61% |
15.05.2024 | 0.79% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'508 CHF | 511'508 CHF | 99.43% | 99.43% |
14.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'340 CHF | 511'340 CHF | 98.96% | 98.96% |
13.05.2024 | 0.98% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'950 CHF | 510'950 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'197 CHF | 511'197 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'035 CHF | 509'035 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'712 CHF | 506'712 CHF | 99.44% | 99.44% |
06.05.2024 | 0.99% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'359 CHF | 505'359 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 99.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 497'679 | 499'457 CHF | 501'865 CHF | 99.99% | 99.99% |
02.05.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'658 CHF | 500'658 CHF | 100.00% | 100.00% |