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 | 507'943 CHF | 512'943 CHF | 99.61% | 99.61% |
15.05.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'181 CHF | 512'181 CHF | 99.44% | 99.44% |
14.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'324 CHF | 511'324 CHF | 98.93% | 98.93% |
13.05.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'836 CHF | 511'836 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'132 CHF | 512'132 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'823 CHF | 510'823 CHF | 98.15% | 98.15% |
07.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'829 CHF | 509'829 CHF | 99.55% | 99.55% |
06.05.2024 | 0.99% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'862 CHF | 509'862 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'531 CHF | 509'272 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'404 CHF | 507'404 CHF | 100.00% | 100.00% |