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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'526 CHF | 501'526 CHF | 97.57% | 97.57% |
24.05.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'532 CHF | 500'532 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'314 CHF | 502'327 CHF | 100.00% | 100.00% |
22.05.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'710 CHF | 498'710 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'096 CHF | 499'096 CHF | 96.65% | 96.65% |
17.05.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'339 CHF | 500'339 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'511 CHF | 501'511 CHF | 98.11% | 98.11% |
15.05.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'742 CHF | 501'742 CHF | 99.44% | 99.44% |
14.05.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'596 CHF | 499'596 CHF | 98.89% | 98.89% |
13.05.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'493 CHF | 498'493 CHF | 100.00% | 100.00% |