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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.46% | 109.48 % | 109.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 546'032 CHF | 548'532 CHF | 99.45% | 99.45% |
22.05.2024 | 0.46% | 108.63 % | 109.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'871 CHF | 545'371 CHF | 97.25% | 97.25% |
21.05.2024 | 0.46% | 108.42 % | 108.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'005 CHF | 545'505 CHF | 100.00% | 100.00% |
17.05.2024 | 0.46% | 108.25 % | 108.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'999 CHF | 544'499 CHF | 100.00% | 100.00% |
16.05.2024 | 0.46% | 108.44 % | 108.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'586 CHF | 545'086 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 108.65 % | 109.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'057 CHF | 543'557 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 107.27 % | 107.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'962 CHF | 539'462 CHF | 99.99% | 99.99% |
13.05.2024 | 0.47% | 107.19 % | 107.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'342 CHF | 538'842 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 107.61 % | 108.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'254 CHF | 539'754 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 107.07 % | 107.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'353 CHF | 536'853 CHF | 100.00% | 100.00% |