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% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'456 CHF | 510'456 CHF | 99.51% | 99.51% |
15.05.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'523 CHF | 510'523 CHF | 99.42% | 99.42% |
14.05.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'112 CHF | 510'112 CHF | 98.93% | 98.93% |
13.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'933 CHF | 509'933 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'208 CHF | 509'208 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'242 CHF | 508'242 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'686 CHF | 506'686 CHF | 99.53% | 99.53% |
06.05.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'484 CHF | 505'484 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'448 CHF | 504'448 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'199 CHF | 505'199 CHF | 100.00% | 100.00% |