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 | 0.66% | 119.50 % | 120.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 599'754 CHF | 603'754 CHF | 99.50% | 99.50% |
15.05.2024 | 0.84% | 118.90 % | 119.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 590'996 CHF | 595'996 CHF | 99.43% | 99.43% |
14.05.2024 | 0.85% | 117.10 % | 118.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 582'783 CHF | 587'783 CHF | 98.91% | 98.91% |
13.05.2024 | 0.68% | 118.00 % | 118.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 589'054 CHF | 593'054 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 117.60 % | 118.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 588'162 CHF | 592'162 CHF | 99.84% | 99.84% |
08.05.2024 | 0.86% | 116.00 % | 117.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 580'969 CHF | 585'969 CHF | 97.91% | 97.91% |
07.05.2024 | 0.87% | 115.70 % | 116.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 574'082 CHF | 579'082 CHF | 99.55% | 99.55% |
06.05.2024 | 0.70% | 114.60 % | 115.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 571'878 CHF | 575'878 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 113.40 % | 114.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 565'124 CHF | 569'383 CHF | 100.00% | 100.00% |
02.05.2024 | 0.88% | 112.10 % | 113.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 566'150 CHF | 571'150 CHF | 100.00% | 100.00% |