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 | 0.78% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'645 CHF | 511'645 CHF | 99.51% | 99.51% |
15.05.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'901 CHF | 511'901 CHF | 99.43% | 99.43% |
14.05.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'754 CHF | 509'754 CHF | 98.90% | 98.90% |
13.05.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'803 CHF | 509'803 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'058 CHF | 510'058 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'594 CHF | 508'594 CHF | 98.01% | 98.01% |
07.05.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'759 CHF | 509'759 CHF | 99.42% | 99.42% |
06.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'499 CHF | 506'499 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'796 CHF | 504'796 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'942 CHF | 501'942 CHF | 100.00% | 100.00% |