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 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'737 CHF | 509'737 CHF | 99.50% | 99.50% |
15.05.2024 | 0.98% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 510'500 CHF | 99.43% | 99.43% |
14.05.2024 | 0.98% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'317 CHF | 510'317 CHF | 98.89% | 98.89% |
13.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 509'000 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 509'000 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'408 CHF | 509'408 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'507 CHF | 508'507 CHF | 99.54% | 99.54% |
06.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'657 CHF | 508'657 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'366 CHF | 507'626 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'524 CHF | 508'524 CHF | 100.00% | 100.00% |