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 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'245 CHF | 508'245 CHF | 99.61% | 99.61% |
15.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'794 CHF | 506'794 CHF | 99.43% | 99.43% |
14.05.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'861 CHF | 505'861 CHF | 98.95% | 98.95% |
13.05.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'201 CHF | 507'201 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'431 CHF | 507'431 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'265 CHF | 506'265 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'757 CHF | 505'757 CHF | 99.86% | 99.86% |
06.05.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'577 CHF | 505'577 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 99.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'732 CHF | 504'472 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'103 CHF | 504'103 CHF | 100.00% | 100.00% |