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 | 0.48% | 103.06 % | 103.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'056 CHF | 517'556 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'349 CHF | 515'849 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'502 CHF | 515'002 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 102.81 % | 103.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'217 CHF | 516'717 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 102.83 % | 103.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'651 CHF | 517'151 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 102.63 % | 103.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'604 CHF | 516'104 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 102.46 % | 102.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'335 CHF | 514'835 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 102.26 % | 102.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'718 CHF | 513'218 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 101.66 % | 102.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'401 CHF | 510'901 CHF | 99.98% | 99.98% |
02.05.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'848 CHF | 510'348 CHF | 100.00% | 100.00% |