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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'494 CHF | 505'055 CHF | 100.00% | 100.00% |
22.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 506'000 CHF | 100.00% | 100.00% |
21.05.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'550 CHF | 96.19% | 96.19% |
17.05.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'550 CHF | 100.00% | 100.00% |
16.05.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'132 CHF | 505'682 CHF | 99.29% | 99.29% |
15.05.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'292 CHF | 505'842 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'169 CHF | 505'719 CHF | 98.94% | 98.94% |
13.05.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'550 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 506'050 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 506'050 CHF | 98.00% | 98.00% |