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 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'670 CHF | 506'670 CHF | 99.63% | 99.63% |
15.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'390 CHF | 504'390 CHF | 99.41% | 99.41% |
14.05.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'469 CHF | 503'469 CHF | 98.95% | 98.95% |
13.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'256 CHF | 506'256 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'377 CHF | 506'377 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'447 CHF | 503'447 CHF | 98.03% | 98.03% |
07.05.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'636 CHF | 505'636 CHF | 99.43% | 99.43% |
06.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'052 CHF | 508'052 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'858 CHF | 503'858 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'528 CHF | 501'528 CHF | 100.00% | 100.00% |