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 | 0.65% | 122.80 % | 123.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 616'202 CHF | 620'202 CHF | 99.43% | 99.43% |
14.05.2024 | 0.65% | 123.50 % | 124.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 613'268 CHF | 617'268 CHF | 99.03% | 99.03% |
13.05.2024 | 0.81% | 122.20 % | 123.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 611'312 CHF | 616'312 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 121.80 % | 122.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 610'274 CHF | 615'274 CHF | 99.84% | 99.84% |
08.05.2024 | 0.66% | 121.40 % | 122.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 607'780 CHF | 611'780 CHF | 98.15% | 98.15% |
07.05.2024 | 0.66% | 121.90 % | 122.70 % | 500'000 | 500'000 | 499'968 | 500'000 | 607'148 CHF | 611'186 CHF | 99.44% | 99.44% |
06.05.2024 | 0.83% | 120.10 % | 121.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 598'085 CHF | 603'085 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 118.40 % | 119.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 593'635 CHF | 598'376 CHF | 100.00% | 100.00% |
02.05.2024 | 0.67% | 118.40 % | 119.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 591'230 CHF | 595'230 CHF | 99.99% | 99.99% |
30.04.2024 | 0.86% | 115.90 % | 116.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 581'252 CHF | 586'252 CHF | 99.24% | 99.24% |