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 | 0.78% | 101.54 % | 102.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'209 CHF | 512'209 CHF | 99.42% | 99.42% |
22.05.2024 | 0.78% | 101.64 % | 102.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'360 CHF | 512'360 CHF | 97.23% | 97.23% |
21.05.2024 | 0.78% | 101.75 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'822 CHF | 512'822 CHF | 100.00% | 100.00% |
17.05.2024 | 0.78% | 101.81 % | 102.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'917 CHF | 512'917 CHF | 100.00% | 100.00% |
16.05.2024 | 0.78% | 101.71 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'748 CHF | 512'748 CHF | 100.00% | 100.00% |
15.05.2024 | 0.78% | 101.69 % | 102.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'967 CHF | 511'967 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 101.49 % | 102.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'213 CHF | 511'213 CHF | 100.00% | 100.00% |
13.05.2024 | 0.79% | 101.43 % | 102.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'197 CHF | 511'197 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.42 % | 102.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'122 CHF | 511'122 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 101.26 % | 102.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'287 CHF | 510'287 CHF | 100.00% | 100.00% |