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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'517 CHF | 517'517 CHF | 100.00% | 100.00% |
16.05.2024 | 0.77% | 103.50 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'938 CHF | 520'938 CHF | 97.90% | 97.90% |
15.05.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'577 CHF | 517'577 CHF | 99.42% | 99.42% |
14.05.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'576 CHF | 515'576 CHF | 98.94% | 98.94% |
13.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'934 CHF | 515'934 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'836 CHF | 516'836 CHF | 99.84% | 99.84% |
08.05.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'543 CHF | 515'543 CHF | 98.15% | 98.15% |
07.05.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'464 CHF | 516'464 CHF | 99.54% | 99.54% |
06.05.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'987 CHF | 513'987 CHF | 100.00% | 100.00% |
03.05.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'931 CHF | 511'931 CHF | 100.00% | 100.00% |