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% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'561 CHF | 507'561 CHF | 99.49% | 99.49% |
15.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 507'500 CHF | 99.42% | 99.42% |
14.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'804 CHF | 507'804 CHF | 98.90% | 98.90% |
13.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 507'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'711 CHF | 507'711 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 507'000 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'054 CHF | 508'054 CHF | 99.43% | 99.43% |
06.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'504 CHF | 507'504 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'600 CHF | 507'600 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'903 CHF | 506'903 CHF | 100.00% | 100.00% |