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 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'449 CHF | 514'449 CHF | 99.60% | 99.60% |
15.05.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'132 CHF | 514'132 CHF | 99.42% | 99.42% |
14.05.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'794 CHF | 511'794 CHF | 98.94% | 98.94% |
13.05.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'630 CHF | 511'630 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'051 CHF | 513'051 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'416 CHF | 511'416 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'910 CHF | 510'910 CHF | 99.44% | 99.44% |
06.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'949 CHF | 508'949 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'534 CHF | 507'534 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'469 CHF | 504'469 CHF | 100.00% | 100.00% |