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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'318 CHF | 512'318 CHF | 99.42% | 99.42% |
14.05.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'439 CHF | 512'439 CHF | 98.94% | 98.94% |
13.05.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'154 CHF | 512'154 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'567 CHF | 511'567 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'762 CHF | 512'762 CHF | 98.15% | 98.15% |
07.05.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'334 CHF | 512'334 CHF | 99.44% | 99.44% |
06.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'956 CHF | 509'956 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'908 CHF | 510'167 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'023 CHF | 510'023 CHF | 100.00% | 100.00% |
30.04.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'847 CHF | 509'847 CHF | 99.23% | 99.23% |