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% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'968 CHF | 514'968 CHF | 99.61% | 99.61% |
15.05.2024 | 0.97% | 102.70 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'758 CHF | 519'758 CHF | 99.43% | 99.43% |
14.05.2024 | 0.97% | 103.00 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'225 CHF | 520'225 CHF | 98.95% | 98.95% |
13.05.2024 | 0.79% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'740 CHF | 509'740 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'155 CHF | 512'155 CHF | 99.84% | 99.84% |
08.05.2024 | 0.98% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'395 CHF | 512'395 CHF | 98.15% | 98.15% |
07.05.2024 | 0.97% | 102.40 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'248 CHF | 516'248 CHF | 99.45% | 99.45% |
06.05.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'742 CHF | 510'742 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'755 CHF | 509'014 CHF | 100.00% | 100.00% |
02.05.2024 | 0.98% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'811 CHF | 510'811 CHF | 99.98% | 99.98% |