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% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'492 CHF | 505'492 CHF | 99.73% | 99.73% |
15.05.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'494 CHF | 513'494 CHF | 99.43% | 99.43% |
14.05.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'990 CHF | 510'990 CHF | 98.94% | 98.94% |
13.05.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'489 CHF | 513'489 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'523 CHF | 513'523 CHF | 99.84% | 99.84% |
08.05.2024 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'790 CHF | 512'790 CHF | 98.26% | 98.26% |
07.05.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'449 CHF | 511'449 CHF | 99.44% | 99.44% |
06.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'886 CHF | 510'886 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'709 CHF | 509'969 CHF | 100.00% | 100.00% |
02.05.2024 | 0.98% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'350 CHF | 510'350 CHF | 100.00% | 100.00% |