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 | 499'491 | 499'491 | 504'444 CHF | 509'441 CHF | 99.62% | 99.62% |
15.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 498'756 | 498'756 | 501'923 CHF | 505'918 CHF | 99.41% | 99.41% |
14.05.2024 | 0.80% | 100.40 % | 101.20 % | 500'000 | 500'000 | 495'156 | 495'156 | 496'544 CHF | 500'525 CHF | 99.03% | 99.03% |
13.05.2024 | 0.97% | 103.00 % | 104.00 % | 500'000 | 500'000 | 498'876 | 498'876 | 514'036 CHF | 519'030 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 102.70 % | 103.70 % | 500'000 | 500'000 | 495'367 | 495'367 | 508'971 CHF | 513'944 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 102.50 % | 103.30 % | 500'000 | 500'000 | 493'993 | 493'993 | 506'512 CHF | 510'489 CHF | 98.15% | 98.15% |
07.05.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 495'866 | 495'866 | 508'409 CHF | 512'393 CHF | 99.44% | 99.44% |
06.05.2024 | 0.99% | 102.50 % | 103.50 % | 500'000 | 500'000 | 492'303 | 492'303 | 503'407 CHF | 508'361 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 101.80 % | 102.80 % | 500'000 | 500'000 | 497'996 | 497'996 | 506'641 CHF | 511'370 CHF | 99.99% | 99.99% |
02.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 498'746 | 498'746 | 503'574 CHF | 507'569 CHF | 100.00% | 100.00% |