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 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'148 CHF | 514'148 CHF | 99.62% | 99.62% |
15.05.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'375 CHF | 514'375 CHF | 99.43% | 99.43% |
14.05.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'841 CHF | 512'841 CHF | 98.96% | 98.96% |
13.05.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'419 CHF | 512'419 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'443 CHF | 512'443 CHF | 99.84% | 99.84% |
08.05.2024 | 0.78% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'946 CHF | 511'946 CHF | 98.15% | 98.15% |
07.05.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'589 CHF | 512'589 CHF | 99.43% | 99.43% |
06.05.2024 | 0.78% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'709 CHF | 511'709 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'171 CHF | 511'171 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'685 CHF | 510'685 CHF | 100.00% | 100.00% |