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 | 0.98% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'542 CHF | 510'542 CHF | 99.61% | 99.61% |
15.05.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'214 CHF | 510'214 CHF | 99.44% | 99.44% |
14.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'104 CHF | 509'104 CHF | 98.95% | 98.95% |
13.05.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'835 CHF | 509'835 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'715 CHF | 508'715 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'515 CHF | 506'515 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 497'806 | 504'454 CHF | 506'228 CHF | 99.45% | 99.45% |
06.05.2024 | 1.00% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'721 CHF | 504'721 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'264 CHF | 503'005 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'583 CHF | 501'583 CHF | 100.00% | 100.00% |