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 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'123 CHF | 503'123 CHF | 99.73% | 99.73% |
15.05.2024 | 0.97% | 102.50 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'402 CHF | 516'402 CHF | 99.43% | 99.43% |
14.05.2024 | 0.98% | 102.00 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'168 CHF | 515'168 CHF | 98.94% | 98.94% |
13.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'500 CHF | 511'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'606 CHF | 510'606 CHF | 99.84% | 99.84% |
08.05.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'728 CHF | 509'728 CHF | 98.26% | 98.26% |
07.05.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'212 CHF | 508'212 CHF | 99.44% | 99.44% |
06.05.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'127 CHF | 506'127 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'520 CHF | 505'780 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'556 CHF | 505'556 CHF | 100.00% | 100.00% |