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 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'028 CHF | 501'028 CHF | 99.61% | 99.61% |
15.05.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 450'000 | 500'000 | 494'640 | 495'466 CHF | 495'095 CHF | 99.41% | 99.41% |
14.05.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'288 CHF | 511'288 CHF | 99.03% | 99.03% |
13.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'751 CHF | 506'751 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'438 CHF | 507'438 CHF | 99.84% | 99.84% |
08.05.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 499'882 | 498'823 CHF | 503'704 CHF | 96.39% | 96.39% |
07.05.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'997 CHF | 502'997 CHF | 99.46% | 99.46% |
06.05.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'647 CHF | 502'647 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'465 CHF | 502'725 CHF | 99.99% | 99.99% |
02.05.2024 | 1.00% | 99.00 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'648 CHF | 500'648 CHF | 100.00% | 100.00% |