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% | 101.60 % | 102.40 % | 500'000 | 500'000 | 146'508 | 146'508 | 148'718 CHF | 149'891 CHF | 99.42% | 99.42% |
15.05.2024 | 1.00% | 100.60 % | 101.60 % | 500'000 | 500'000 | 148'423 | 148'423 | 149'321 CHF | 150'807 CHF | 99.42% | 99.42% |
14.05.2024 | 1.01% | 100.80 % | 101.80 % | 500'000 | 500'000 | 147'577 | 147'577 | 148'764 CHF | 150'246 CHF | 98.93% | 98.93% |
13.05.2024 | 0.81% | 101.40 % | 102.20 % | 500'000 | 500'000 | 147'505 | 147'505 | 149'029 CHF | 150'213 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 147'614 | 147'614 | 148'246 CHF | 149'427 CHF | 99.84% | 99.84% |
08.05.2024 | 1.00% | 100.40 % | 101.40 % | 500'000 | 500'000 | 141'561 | 141'561 | 142'346 CHF | 143'764 CHF | 98.13% | 98.13% |
07.05.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 148'839 | 148'839 | 150'763 CHF | 152'252 CHF | 99.45% | 99.45% |
06.05.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 148'309 | 148'309 | 150'793 CHF | 151'979 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 100.80 % | 101.60 % | 500'000 | 500'000 | 144'930 | 144'930 | 145'990 CHF | 147'188 CHF | 100.00% | 100.00% |
02.05.2024 | 1.01% | 99.90 % | 100.90 % | 500'000 | 500'000 | 147'443 | 147'443 | 147'202 CHF | 148'680 CHF | 99.99% | 99.99% |