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% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'376 CHF | 506'376 CHF | 99.25% | 99.25% |
15.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'462 CHF | 508'462 CHF | 99.43% | 99.43% |
14.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'440 CHF | 506'440 CHF | 98.94% | 98.94% |
13.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'576 CHF | 508'576 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'709 CHF | 507'709 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'410 CHF | 504'410 CHF | 98.01% | 98.01% |
07.05.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'274 CHF | 505'274 CHF | 99.45% | 99.45% |
06.05.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'698 CHF | 505'698 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'614 CHF | 507'614 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'687 CHF | 508'687 CHF | 100.00% | 100.00% |