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% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'729 CHF | 510'729 CHF | 97.80% | 97.80% |
15.05.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'902 CHF | 511'902 CHF | 99.43% | 99.43% |
14.05.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'256 CHF | 510'256 CHF | 98.95% | 98.95% |
13.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'456 CHF | 509'456 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'845 CHF | 509'845 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'395 CHF | 510'395 CHF | 98.15% | 98.15% |
07.05.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'553 CHF | 511'553 CHF | 99.43% | 99.43% |
06.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'776 CHF | 508'776 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'994 CHF | 507'254 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'132 CHF | 507'132 CHF | 99.99% | 99.99% |