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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'222 CHF | 514'222 CHF | 100.00% | 100.00% |
13.06.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'695 CHF | 514'695 CHF | 99.28% | 99.28% |
12.06.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'306 CHF | 509'306 CHF | 100.00% | 100.00% |
11.06.2024 | 0.96% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'277 CHF | 500'062 CHF | 100.00% | 100.00% |
10.06.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'629 CHF | 499'629 CHF | 100.00% | 100.00% |
07.06.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 496'849 | 495'379 CHF | 497'234 CHF | 100.00% | 100.00% |
05.06.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'365 CHF | 507'365 CHF | 99.69% | 99.69% |
04.06.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'630 CHF | 505'630 CHF | 100.00% | 100.00% |
03.06.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'332 CHF | 507'332 CHF | 100.00% | 100.00% |
31.05.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'213 CHF | 507'213 CHF | 99.94% | 99.94% |