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 | 0.99% | 101.10 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'013 CHF | 510'013 CHF | 86.86% | 97.81% |
15.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 510'000 CHF | 99.42% | 99.42% |
14.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'980 CHF | 510'980 CHF | 98.90% | 98.90% |
13.05.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'828 CHF | 510'828 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'994 CHF | 510'994 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 509'500 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'345 CHF | 509'345 CHF | 99.86% | 99.86% |
06.05.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'497 CHF | 509'497 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'681 CHF | 508'422 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'819 CHF | 507'819 CHF | 100.00% | 100.00% |