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 | 0.96% | 104.00 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'276 CHF | 525'276 CHF | 99.73% | 99.73% |
15.05.2024 | 0.76% | 104.50 % | 105.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'025 CHF | 526'025 CHF | 99.44% | 99.44% |
14.05.2024 | 0.77% | 104.20 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'433 CHF | 524'433 CHF | 98.96% | 98.96% |
13.05.2024 | 0.96% | 103.80 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'213 CHF | 524'213 CHF | 100.00% | 100.00% |
10.05.2024 | 0.96% | 103.90 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'492 CHF | 524'492 CHF | 99.84% | 99.84% |
08.05.2024 | 0.77% | 104.00 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'234 CHF | 524'234 CHF | 98.26% | 98.26% |
07.05.2024 | 0.76% | 104.60 % | 105.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'867 CHF | 526'867 CHF | 99.44% | 99.44% |
06.05.2024 | 0.96% | 103.50 % | 104.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'890 CHF | 521'890 CHF | 100.00% | 100.00% |
03.05.2024 | 0.92% | 103.10 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'632 CHF | 520'373 CHF | 100.00% | 100.00% |
02.05.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'644 CHF | 519'644 CHF | 100.00% | 100.00% |