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% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'682 CHF | 507'682 CHF | 99.60% | 99.60% |
15.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'587 CHF | 505'587 CHF | 99.43% | 99.43% |
14.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'229 CHF | 506'229 CHF | 98.95% | 98.95% |
13.05.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'120 CHF | 500'120 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'273 CHF | 498'273 CHF | 99.84% | 99.84% |
08.05.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'788 CHF | 497'788 CHF | 98.15% | 98.15% |
07.05.2024 | 1.01% | 98.30 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'641 CHF | 495'641 CHF | 99.53% | 99.53% |
06.05.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'293 CHF | 495'293 CHF | 100.00% | 100.00% |
03.05.2024 | 0.87% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'606 CHF | 493'866 CHF | 100.00% | 100.00% |
02.05.2024 | 1.02% | 97.70 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'487 CHF | 494'487 CHF | 99.17% | 99.17% |