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 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'815 CHF | 507'815 CHF | 99.61% | 99.61% |
15.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'613 CHF | 508'613 CHF | 98.28% | 98.28% |
14.05.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'639 CHF | 505'639 CHF | 98.97% | 98.97% |
13.05.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'800 CHF | 500'800 CHF | 99.66% | 99.66% |
10.05.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'891 CHF | 500'891 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'578 CHF | 504'578 CHF | 97.31% | 97.31% |
07.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'188 CHF | 507'188 CHF | 99.78% | 99.78% |
06.05.2024 | 0.99% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'549 CHF | 509'549 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'554 CHF | 504'294 CHF | 99.96% | 99.96% |
02.05.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'103 CHF | 502'103 CHF | 98.11% | 98.11% |