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% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'455 CHF | 511'455 CHF | 99.61% | 99.61% |
15.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'065 CHF | 511'065 CHF | 99.43% | 99.43% |
14.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'349 CHF | 509'349 CHF | 98.95% | 98.95% |
13.05.2024 | 0.98% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'326 CHF | 510'326 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'939 CHF | 507'939 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'247 CHF | 506'247 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'470 CHF | 508'470 CHF | 99.44% | 99.44% |
06.05.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'231 CHF | 500'231 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'149 CHF | 496'890 CHF | 100.00% | 100.00% |
02.05.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'439 CHF | 493'439 CHF | 100.00% | 100.00% |