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 | 0.72% | 110.50 % | 111.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 551'837 CHF | 555'837 CHF | 99.61% | 99.61% |
15.05.2024 | 0.72% | 110.80 % | 111.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 550'832 CHF | 554'832 CHF | 99.43% | 99.43% |
14.05.2024 | 0.73% | 109.50 % | 110.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 546'545 CHF | 550'545 CHF | 98.95% | 98.95% |
13.05.2024 | 0.73% | 109.20 % | 110.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'326 CHF | 551'326 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 110.20 % | 111.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'168 CHF | 552'168 CHF | 99.84% | 99.84% |
08.05.2024 | 0.75% | 106.50 % | 107.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'937 CHF | 532'937 CHF | 98.15% | 98.15% |
07.05.2024 | 0.75% | 105.10 % | 105.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'776 CHF | 532'776 CHF | 99.43% | 99.43% |
06.05.2024 | 0.76% | 105.10 % | 105.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'571 CHF | 526'571 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'430 CHF | 522'430 CHF | 99.99% | 99.99% |
02.05.2024 | 0.77% | 103.10 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'295 CHF | 518'295 CHF | 100.00% | 100.00% |