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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.97% | 102.59 % | 103.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'375 CHF | 517'375 CHF | 99.04% | 99.04% |
23.05.2024 | 0.97% | 102.64 % | 103.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'989 CHF | 518'989 CHF | 99.42% | 99.42% |
22.05.2024 | 0.97% | 102.75 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'997 CHF | 518'997 CHF | 97.25% | 97.25% |
21.05.2024 | 0.97% | 102.97 % | 103.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'962 CHF | 519'962 CHF | 100.00% | 100.00% |
17.05.2024 | 0.97% | 103.09 % | 104.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'053 CHF | 520'053 CHF | 100.00% | 100.00% |
16.05.2024 | 0.97% | 102.73 % | 103.73 % | 500'000 | 500'000 | 499'987 | 500'000 | 513'917 CHF | 518'930 CHF | 100.00% | 100.00% |
15.05.2024 | 0.97% | 102.61 % | 103.61 % | 500'000 | 500'000 | 499'987 | 500'000 | 511'981 CHF | 516'995 CHF | 100.00% | 100.00% |
14.05.2024 | 0.98% | 102.18 % | 103.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'302 CHF | 515'302 CHF | 100.00% | 100.00% |
13.05.2024 | 0.98% | 102.05 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'185 CHF | 515'185 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 101.94 % | 102.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'492 CHF | 514'492 CHF | 100.00% | 100.00% |