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 | 504'500 CHF | 508'500 CHF | 100.00% | 100.00% |
16.05.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'042 CHF | 509'042 CHF | 99.61% | 99.61% |
15.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 507'500 CHF | 99.44% | 99.44% |
14.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'407 CHF | 507'407 CHF | 98.94% | 98.94% |
13.05.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'392 CHF | 508'392 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'496 CHF | 508'496 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'482 CHF | 507'482 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'155 CHF | 507'155 CHF | 99.44% | 99.44% |
06.05.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'043 CHF | 507'043 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'521 CHF | 506'262 CHF | 100.00% | 100.00% |