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 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'076 CHF | 519'076 CHF | 99.61% | 99.61% |
15.05.2024 | 0.78% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'128 CHF | 518'128 CHF | 99.43% | 99.43% |
14.05.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'986 CHF | 516'986 CHF | 98.95% | 98.95% |
13.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'151 CHF | 517'151 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'904 CHF | 515'904 CHF | 99.84% | 99.84% |
08.05.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'267 CHF | 513'267 CHF | 98.01% | 98.01% |
07.05.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'233 CHF | 516'233 CHF | 99.43% | 99.43% |
06.05.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'753 CHF | 512'753 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'006 CHF | 511'006 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'115 CHF | 508'115 CHF | 100.00% | 100.00% |