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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 514'000 CHF | 100.00% | 100.00% |
28.05.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 514'000 CHF | 100.00% | 100.00% |
27.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'000 CHF | 516'000 CHF | 97.56% | 97.56% |
24.05.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'502 CHF | 515'502 CHF | 100.00% | 100.00% |
23.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'960 CHF | 515'973 CHF | 100.00% | 100.00% |
22.05.2024 | 0.97% | 102.20 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'000 CHF | 516'000 CHF | 100.00% | 100.00% |
21.05.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 515'500 CHF | 97.63% | 97.63% |
17.05.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'616 CHF | 515'616 CHF | 100.00% | 100.00% |
16.05.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 515'500 CHF | 99.61% | 99.61% |
15.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'000 CHF | 516'000 CHF | 99.42% | 99.42% |