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 | 0.59% | 100.63 % | 101.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'469 CHF | 506'469 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 100.43 % | 101.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'968 CHF | 504'968 CHF | 100.00% | 100.00% |
14.05.2024 | 0.60% | 100.36 % | 100.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'165 CHF | 505'165 CHF | 100.00% | 100.00% |
13.05.2024 | 0.59% | 100.50 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'096 CHF | 506'096 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 100.70 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'758 CHF | 507'758 CHF | 100.00% | 100.00% |
08.05.2024 | 0.59% | 101.17 % | 101.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'907 CHF | 508'907 CHF | 100.00% | 100.00% |
07.05.2024 | 0.59% | 101.13 % | 101.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'828 CHF | 508'828 CHF | 100.00% | 100.00% |
06.05.2024 | 0.59% | 101.12 % | 101.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'550 CHF | 508'550 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 100.95 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'048 CHF | 508'048 CHF | 100.00% | 100.00% |
02.05.2024 | 0.59% | 100.71 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'880 CHF | 506'880 CHF | 100.00% | 100.00% |