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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.48% | 103.09 % | 103.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'474 CHF | 517'974 CHF | 100.00% | 100.00% |
16.05.2024 | 0.48% | 103.08 % | 103.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'437 CHF | 517'937 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 103.07 % | 103.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'230 CHF | 517'730 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 103.01 % | 103.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'969 CHF | 517'469 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 102.99 % | 103.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'953 CHF | 517'453 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'093 CHF | 517'593 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 102.94 % | 103.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'728 CHF | 517'228 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 102.92 % | 103.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'418 CHF | 516'918 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 102.78 % | 103.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'849 CHF | 516'349 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 102.69 % | 103.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'371 CHF | 515'871 CHF | 100.00% | 100.00% |