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% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'180 CHF | 509'180 CHF | 97.92% | 97.92% |
15.05.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'544 CHF | 507'544 CHF | 99.41% | 99.41% |
14.05.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'707 CHF | 505'707 CHF | 98.95% | 98.95% |
13.05.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'085 CHF | 507'085 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'470 CHF | 507'470 CHF | 99.84% | 99.84% |
08.05.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'970 CHF | 505'970 CHF | 97.91% | 97.91% |
07.05.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'356 CHF | 505'356 CHF | 99.49% | 99.49% |
06.05.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'352 CHF | 505'352 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 99.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'804 CHF | 503'804 CHF | 100.00% | 100.00% |
02.05.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'538 CHF | 503'538 CHF | 100.00% | 100.00% |