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% | 104.10 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'283 CHF | 524'283 CHF | 99.73% | 99.73% |
15.05.2024 | 0.96% | 103.30 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'394 CHF | 521'394 CHF | 99.43% | 99.43% |
14.05.2024 | 0.97% | 102.70 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'063 CHF | 518'063 CHF | 98.94% | 98.94% |
13.05.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'864 CHF | 512'864 CHF | 99.80% | 99.80% |
10.05.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'319 CHF | 513'319 CHF | 99.84% | 99.84% |
08.05.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'502 CHF | 511'502 CHF | 98.26% | 98.26% |
07.05.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'436 CHF | 511'436 CHF | 99.55% | 99.55% |
06.05.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'406 CHF | 510'406 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'067 CHF | 509'327 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'574 CHF | 508'574 CHF | 100.00% | 100.00% |