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 | 0.96% | 104.10 % | 105.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'594 CHF | 525'594 CHF | 99.62% | 99.62% |
15.05.2024 | 0.76% | 104.40 % | 105.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'678 CHF | 525'678 CHF | 99.42% | 99.42% |
14.05.2024 | 0.77% | 104.20 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'748 CHF | 524'748 CHF | 98.95% | 98.95% |
13.05.2024 | 0.96% | 104.00 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'024 CHF | 525'024 CHF | 100.00% | 100.00% |
10.05.2024 | 0.96% | 103.80 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'612 CHF | 523'612 CHF | 99.84% | 99.84% |
08.05.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'292 CHF | 517'292 CHF | 98.26% | 98.26% |
07.05.2024 | 0.77% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'672 CHF | 519'672 CHF | 99.43% | 99.43% |
06.05.2024 | 0.97% | 102.20 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'324 CHF | 515'324 CHF | 100.00% | 100.00% |
03.05.2024 | 0.92% | 102.40 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'072 CHF | 516'812 CHF | 100.00% | 100.00% |
02.05.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'006 CHF | 517'006 CHF | 100.00% | 100.00% |