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 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'712 CHF | 506'712 CHF | 99.63% | 99.63% |
15.05.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'627 CHF | 506'627 CHF | 99.43% | 99.43% |
14.05.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'387 CHF | 507'387 CHF | 98.96% | 98.96% |
13.05.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'119 CHF | 506'119 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'782 CHF | 505'782 CHF | 99.84% | 99.84% |
08.05.2024 | 1.00% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'976 CHF | 504'976 CHF | 98.26% | 98.26% |
07.05.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'026 CHF | 504'026 CHF | 99.45% | 99.45% |
06.05.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'780 CHF | 502'780 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'093 CHF | 503'353 CHF | 100.00% | 100.00% |
02.05.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'875 CHF | 499'875 CHF | 100.00% | 100.00% |