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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.78% | 102.40 % | 102.90 % | 500'000 | 500'000 | 145'195 | 145'195 | 148'674 CHF | 149'546 CHF | 100.00% | 100.00% |
16.05.2024 | 0.68% | 102.50 % | 103.00 % | 500'000 | 500'000 | 144'472 | 144'472 | 147'519 CHF | 148'335 CHF | 98.59% | 98.59% |
15.05.2024 | 0.51% | 101.70 % | 102.20 % | 500'000 | 500'000 | 145'442 | 145'442 | 147'933 CHF | 148'665 CHF | 99.44% | 99.44% |
14.05.2024 | 0.51% | 101.70 % | 102.20 % | 500'000 | 500'000 | 145'738 | 145'738 | 148'247 CHF | 148'980 CHF | 98.94% | 98.94% |
13.05.2024 | 0.51% | 102.10 % | 102.60 % | 500'000 | 500'000 | 145'129 | 145'129 | 147'921 CHF | 148'650 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 101.30 % | 101.80 % | 500'000 | 500'000 | 145'061 | 145'061 | 147'079 CHF | 147'808 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 101.30 % | 101.80 % | 500'000 | 500'000 | 138'999 | 138'999 | 140'801 CHF | 141'499 CHF | 98.12% | 98.12% |
07.05.2024 | 0.51% | 101.40 % | 101.90 % | 500'000 | 500'000 | 145'448 | 145'448 | 147'330 CHF | 148'060 CHF | 99.66% | 99.66% |
06.05.2024 | 0.51% | 101.70 % | 102.20 % | 500'000 | 500'000 | 142'061 | 142'061 | 144'492 CHF | 145'206 CHF | 99.14% | 99.14% |
03.05.2024 | 0.51% | 101.40 % | 101.90 % | 500'000 | 500'000 | 145'135 | 145'135 | 147'104 CHF | 147'833 CHF | 100.00% | 100.00% |