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 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'069 CHF | 512'069 CHF | 99.62% | 99.62% |
15.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'235 CHF | 511'235 CHF | 99.43% | 99.43% |
14.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'072 CHF | 511'072 CHF | 98.95% | 98.95% |
13.05.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'608 CHF | 512'608 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'526 CHF | 511'526 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'842 CHF | 505'842 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'200 CHF | 505'200 CHF | 99.44% | 99.44% |
06.05.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'164 CHF | 500'164 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'371 CHF | 498'111 CHF | 99.99% | 99.99% |
02.05.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'355 CHF | 497'355 CHF | 100.00% | 100.00% |