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 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'836 CHF | 512'836 CHF | 99.62% | 99.62% |
15.05.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'786 CHF | 511'786 CHF | 99.44% | 99.44% |
14.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'704 CHF | 510'704 CHF | 98.94% | 98.94% |
13.05.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'827 CHF | 511'827 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'065 CHF | 512'065 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'939 CHF | 510'939 CHF | 98.26% | 98.26% |
07.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'230 CHF | 511'230 CHF | 99.43% | 99.43% |
06.05.2024 | 0.98% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'162 CHF | 510'162 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'560 CHF | 509'300 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'093 CHF | 508'093 CHF | 100.00% | 100.00% |