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 | 0.77% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'408 CHF | 518'408 CHF | 99.51% | 99.51% |
15.05.2024 | 0.77% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'620 CHF | 518'620 CHF | 99.43% | 99.43% |
14.05.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'976 CHF | 517'976 CHF | 98.95% | 98.95% |
13.05.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'040 CHF | 519'040 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'984 CHF | 517'984 CHF | 99.84% | 99.84% |
08.05.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'827 CHF | 517'827 CHF | 98.01% | 98.01% |
07.05.2024 | 0.77% | 103.20 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'200 CHF | 520'200 CHF | 99.44% | 99.44% |
06.05.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'984 CHF | 514'984 CHF | 100.00% | 100.00% |
03.05.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'155 CHF | 513'155 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'907 CHF | 509'907 CHF | 100.00% | 100.00% |