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 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 515'500 CHF | 99.73% | 99.73% |
15.05.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'034 CHF | 515'034 CHF | 99.42% | 99.42% |
14.05.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'984 CHF | 513'984 CHF | 98.95% | 98.95% |
13.05.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'118 CHF | 513'118 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'750 CHF | 511'750 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'197 CHF | 508'197 CHF | 98.13% | 98.13% |
07.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'307 CHF | 507'307 CHF | 99.44% | 99.44% |
06.05.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'051 CHF | 506'051 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'647 CHF | 504'647 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'381 CHF | 505'381 CHF | 100.00% | 100.00% |