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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.77% | 103.25 % | 104.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'954 CHF | 519'954 CHF | 100.00% | 100.00% |
16.05.2024 | 0.77% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'724 CHF | 518'724 CHF | 100.00% | 100.00% |
15.05.2024 | 0.78% | 102.76 % | 103.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'857 CHF | 516'857 CHF | 100.00% | 100.00% |
14.05.2024 | 0.78% | 102.38 % | 103.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'302 CHF | 515'302 CHF | 100.00% | 100.00% |
13.05.2024 | 0.78% | 102.25 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'223 CHF | 515'223 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 102.15 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'503 CHF | 514'503 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 101.69 % | 102.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'230 CHF | 512'230 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 101.49 % | 102.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'586 CHF | 510'586 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 100.95 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'956 CHF | 508'956 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.79 % | 101.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'865 CHF | 507'865 CHF | 100.00% | 100.00% |