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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'549 CHF | 508'549 CHF | 100.00% | 100.00% |
16.05.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'270 CHF | 509'270 CHF | 97.81% | 97.81% |
15.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 508'000 CHF | 99.41% | 99.41% |
14.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'077 CHF | 507'077 CHF | 98.95% | 98.95% |
13.05.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'996 CHF | 507'996 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 508'000 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'021 CHF | 503'021 CHF | 98.15% | 98.15% |
07.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'962 CHF | 503'962 CHF | 99.46% | 99.46% |
06.05.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'406 CHF | 506'406 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'084 CHF | 505'824 CHF | 100.00% | 100.00% |