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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 499'812 | 499'812 | 505'309 CHF | 509'308 CHF | 97.56% | 97.56% |
24.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'433 CHF | 509'433 CHF | 100.00% | 100.00% |
23.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'538 CHF | 509'551 CHF | 98.95% | 98.95% |
22.05.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'015 CHF | 508'015 CHF | 100.00% | 100.00% |
21.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'996 CHF | 507'996 CHF | 100.00% | 100.00% |
17.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'175 CHF | 507'175 CHF | 100.00% | 100.00% |
16.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'222 CHF | 508'222 CHF | 99.44% | 99.44% |
15.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'135 CHF | 508'135 CHF | 99.43% | 99.43% |
14.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'212 CHF | 508'212 CHF | 98.96% | 98.96% |
13.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'682 CHF | 506'682 CHF | 100.00% | 100.00% |