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 | 0.48% | 104.71 % | 105.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'575 CHF | 526'075 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 104.47 % | 104.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'930 CHF | 523'430 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 103.38 % | 103.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'312 CHF | 519'812 CHF | 99.95% | 99.95% |
13.05.2024 | 0.48% | 103.45 % | 103.95 % | 500'000 | 500'000 | 499'993 | 500'000 | 518'242 CHF | 520'749 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 103.26 % | 103.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'733 CHF | 519'233 CHF | 99.98% | 99.98% |
08.05.2024 | 0.49% | 101.17 % | 101.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'586 CHF | 508'086 CHF | 79.21% | 79.21% |
07.05.2024 | 0.51% | 98.66 % | 99.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'461 CHF | 494'961 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 99.04 % | 99.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'268 CHF | 495'768 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 98.08 % | 98.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'419 CHF | 494'919 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 97.68 % | 98.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'408 CHF | 491'908 CHF | 100.00% | 100.00% |