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 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'426 CHF | 521'426 CHF | 100.00% | 100.00% |
28.05.2024 | 0.76% | 104.00 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'279 CHF | 525'279 CHF | 100.00% | 100.00% |
27.05.2024 | 0.77% | 104.00 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'957 CHF | 523'957 CHF | 97.57% | 97.57% |
24.05.2024 | 0.77% | 104.00 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'051 CHF | 523'051 CHF | 100.00% | 100.00% |
23.05.2024 | 0.77% | 103.90 % | 104.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'336 CHF | 523'349 CHF | 100.00% | 100.00% |
22.05.2024 | 0.96% | 103.70 % | 104.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'694 CHF | 522'694 CHF | 100.00% | 100.00% |
21.05.2024 | 0.77% | 103.90 % | 104.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'536 CHF | 523'536 CHF | 97.16% | 97.16% |
17.05.2024 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'976 CHF | 519'976 CHF | 100.00% | 100.00% |
16.05.2024 | 0.77% | 103.50 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'786 CHF | 521'786 CHF | 99.51% | 99.51% |
15.05.2024 | 0.77% | 103.90 % | 104.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'625 CHF | 522'625 CHF | 99.41% | 99.41% |