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 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'495 CHF | 509'495 CHF | 99.62% | 99.62% |
15.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'248 CHF | 508'248 CHF | 99.42% | 99.42% |
14.05.2024 | 0.80% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'096 CHF | 505'096 CHF | 98.95% | 98.95% |
13.05.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'095 CHF | 505'095 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'868 CHF | 503'868 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'100 CHF | 502'100 CHF | 97.77% | 97.77% |
07.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'325 CHF | 500'325 CHF | 99.45% | 99.45% |
06.05.2024 | 0.80% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'487 CHF | 499'487 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'168 CHF | 499'168 CHF | 100.00% | 100.00% |
02.05.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'302 CHF | 497'302 CHF | 99.98% | 99.98% |