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 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'733 CHF | 517'733 CHF | 99.61% | 99.61% |
15.05.2024 | 0.97% | 102.70 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'128 CHF | 518'128 CHF | 99.41% | 99.41% |
14.05.2024 | 0.97% | 102.60 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'723 CHF | 517'723 CHF | 98.95% | 98.95% |
13.05.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'827 CHF | 516'827 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'656 CHF | 516'656 CHF | 99.84% | 99.84% |
08.05.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'561 CHF | 514'561 CHF | 98.15% | 98.15% |
07.05.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'771 CHF | 510'771 CHF | 99.45% | 99.45% |
06.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'699 CHF | 510'699 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'034 CHF | 510'294 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'013 CHF | 509'013 CHF | 100.00% | 100.00% |