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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.18% | 101.28 % | 102.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'437 CHF | 511'437 CHF | 100.00% | 100.00% |
14.05.2024 | 1.18% | 100.88 % | 102.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'875 CHF | 509'875 CHF | 100.00% | 100.00% |
13.05.2024 | 1.18% | 100.76 % | 101.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'746 CHF | 509'746 CHF | 100.00% | 100.00% |
10.05.2024 | 1.19% | 100.66 % | 101.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'149 CHF | 509'149 CHF | 100.00% | 100.00% |
08.05.2024 | 1.19% | 100.27 % | 101.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'188 CHF | 507'188 CHF | 100.00% | 100.00% |
07.05.2024 | 1.19% | 100.11 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'684 CHF | 505'684 CHF | 100.00% | 100.00% |
06.05.2024 | 1.20% | 99.59 % | 100.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'199 CHF | 504'199 CHF | 100.00% | 100.00% |
03.05.2024 | 1.20% | 99.44 % | 100.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'997 CHF | 502'997 CHF | 100.00% | 100.00% |
02.05.2024 | 1.19% | 99.25 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'965 CHF | 502'935 CHF | 100.00% | 100.00% |
30.04.2024 | 1.00% | 99.59 % | 100.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'552 CHF | 503'552 CHF | 100.00% | 100.00% |