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 | 0.99% | 101.00 % | 102.00 % | 500'000 | 500'000 | 146'979 | 146'979 | 148'448 CHF | 149'918 CHF | 99.34% | 99.34% |
15.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 148'744 | 148'744 | 150'084 CHF | 151'275 CHF | 99.43% | 99.43% |
14.05.2024 | 0.80% | 100.60 % | 101.40 % | 500'000 | 500'000 | 148'520 | 148'520 | 149'393 CHF | 150'583 CHF | 98.96% | 98.96% |
13.05.2024 | 1.00% | 100.40 % | 101.40 % | 500'000 | 500'000 | 147'785 | 147'785 | 148'290 CHF | 149'770 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 100.30 % | 101.30 % | 500'000 | 500'000 | 147'225 | 147'225 | 147'663 CHF | 149'138 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 141'189 | 141'189 | 141'565 CHF | 142'697 CHF | 98.01% | 98.01% |
07.05.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 148'487 | 148'487 | 148'856 CHF | 150'046 CHF | 99.44% | 99.44% |
06.05.2024 | 0.99% | 102.40 % | 103.40 % | 500'000 | 500'000 | 147'498 | 147'498 | 150'942 CHF | 152'421 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 102.20 % | 103.20 % | 500'000 | 500'000 | 148'108 | 148'108 | 151'383 CHF | 152'839 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.80 % | 102.60 % | 500'000 | 500'000 | 147'868 | 147'868 | 150'366 CHF | 151'551 CHF | 100.00% | 100.00% |