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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'817 CHF | 509'817 CHF | 99.20% | 99.20% |
14.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'148 CHF | 509'148 CHF | 98.95% | 98.95% |
13.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'589 CHF | 509'589 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'922 CHF | 508'922 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'483 CHF | 506'483 CHF | 98.13% | 98.13% |
07.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'902 CHF | 507'902 CHF | 99.44% | 99.44% |
06.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'959 CHF | 503'959 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'502 CHF | 503'502 CHF | 99.99% | 99.99% |
02.05.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'260 CHF | 502'260 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'232 CHF | 499'232 CHF | 99.59% | 99.59% |