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 | 0.98% | 50.25 % | 50.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 253'861 CHF | 256'361 CHF | 100.00% | 100.00% |
15.05.2024 | 0.97% | 51.55 % | 52.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 256'176 CHF | 258'676 CHF | 100.00% | 100.00% |
14.05.2024 | 0.95% | 51.40 % | 51.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 262'013 CHF | 264'513 CHF | 100.00% | 100.00% |
13.05.2024 | 0.96% | 52.10 % | 52.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 258'985 CHF | 261'485 CHF | 99.42% | 99.42% |
10.05.2024 | 0.97% | 51.30 % | 51.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 257'221 CHF | 259'721 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 50.50 % | 51.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 252'220 CHF | 254'720 CHF | 100.00% | 100.00% |
07.05.2024 | 0.99% | 50.85 % | 51.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 251'232 CHF | 253'732 CHF | 100.00% | 100.00% |
06.05.2024 | 0.99% | 49.90 % | 50.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 250'482 CHF | 252'982 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 50.10 % | 50.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 250'070 CHF | 252'570 CHF | 100.00% | 100.00% |
02.05.2024 | 0.98% | 50.30 % | 50.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 254'127 CHF | 256'627 CHF | 100.00% | 100.00% |