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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 1.18% | 109.60 % | 110.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'533 CHF | 555'033 CHF | 100.00% | 100.00% |
21.05.2024 | 0.99% | 110.30 % | 111.40 % | 500'000 | 500'000 | 498'727 | 498'727 | 550'504 CHF | 555'991 CHF | 94.58% | 94.58% |
17.05.2024 | 0.99% | 110.60 % | 111.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 552'289 CHF | 557'789 CHF | 100.00% | 100.00% |
16.05.2024 | 1.00% | 109.50 % | 110.60 % | 500'000 | 500'000 | 499'530 | 499'530 | 547'276 CHF | 552'771 CHF | 100.00% | 100.00% |
15.05.2024 | 1.02% | 109.00 % | 110.10 % | 500'000 | 500'000 | 498'333 | 498'333 | 539'288 CHF | 544'772 CHF | 98.60% | 98.60% |
14.05.2024 | 1.02% | 107.50 % | 108.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'371 CHF | 540'871 CHF | 98.85% | 98.85% |
13.05.2024 | 1.02% | 107.10 % | 108.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'530 CHF | 541'030 CHF | 99.66% | 99.66% |
10.05.2024 | 1.03% | 106.80 % | 107.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'854 CHF | 538'354 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 104.90 % | 106.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'604 CHF | 529'104 CHF | 97.57% | 97.57% |
07.05.2024 | 1.06% | 104.10 % | 105.20 % | 500'000 | 500'000 | 499'947 | 499'947 | 516'794 CHF | 522'293 CHF | 99.78% | 99.78% |