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 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'063 CHF | 504'063 CHF | 100.00% | 100.00% |
28.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'167 CHF | 506'167 CHF | 100.00% | 100.00% |
27.05.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'966 CHF | 503'966 CHF | 97.58% | 97.58% |
24.05.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'626 CHF | 500'626 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'780 CHF | 500'793 CHF | 100.00% | 100.00% |
22.05.2024 | 1.01% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'332 CHF | 499'332 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'799 CHF | 500'799 CHF | 97.15% | 97.15% |
17.05.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'698 CHF | 502'698 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'475 CHF | 502'475 CHF | 99.51% | 99.51% |
15.05.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'326 CHF | 513'326 CHF | 99.43% | 99.43% |