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 | 0.49% | 100.82 % | 101.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'100 CHF | 506'600 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 100.81 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'050 CHF | 506'550 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 506'500 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 506'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 100.79 % | 101.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'950 CHF | 506'450 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 100.79 % | 101.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'950 CHF | 506'450 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 100.77 % | 101.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'859 CHF | 506'359 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 100.77 % | 101.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'841 CHF | 506'341 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.76 % | 101.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'800 CHF | 506'300 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 499'951 | 500'000 | 503'701 CHF | 506'250 CHF | 100.00% | 100.00% |