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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.97% | 102.30 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 516'500 CHF | 100.00% | 100.00% |
21.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'000 CHF | 516'000 CHF | 97.16% | 97.16% |
17.05.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'046 CHF | 516'046 CHF | 100.00% | 100.00% |
16.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'964 CHF | 515'964 CHF | 99.27% | 99.27% |
15.05.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'468 CHF | 516'468 CHF | 99.43% | 99.43% |
14.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'905 CHF | 515'905 CHF | 98.93% | 98.93% |
13.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'000 CHF | 516'000 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'000 CHF | 516'000 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'456 CHF | 516'456 CHF | 98.00% | 98.00% |
07.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'000 CHF | 516'000 CHF | 99.45% | 99.45% |