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 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'498 CHF | 513'498 CHF | 97.58% | 97.58% |
24.05.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'518 CHF | 512'518 CHF | 100.00% | 100.00% |
23.05.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'031 CHF | 514'044 CHF | 100.00% | 100.00% |
22.05.2024 | 0.98% | 101.80 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'692 CHF | 513'692 CHF | 100.00% | 100.00% |
21.05.2024 | 0.98% | 101.80 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 CHF | 514'000 CHF | 99.01% | 99.01% |
17.05.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'396 CHF | 512'396 CHF | 99.89% | 99.89% |
16.05.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'273 CHF | 513'273 CHF | 99.62% | 99.62% |
15.05.2024 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'179 CHF | 512'179 CHF | 98.26% | 98.26% |
14.05.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'680 CHF | 511'680 CHF | 98.92% | 98.92% |
13.05.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'526 CHF | 510'526 CHF | 99.66% | 99.66% |