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 | 0.49% | 102.46 % | 102.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'295 CHF | 514'795 CHF | 100.00% | 100.00% |
16.05.2024 | 0.49% | 102.47 % | 102.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'399 CHF | 514'899 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'996 CHF | 514'496 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'641 CHF | 514'141 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 102.33 % | 102.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'676 CHF | 514'176 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 102.36 % | 102.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'929 CHF | 514'429 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 102.26 % | 102.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'218 CHF | 513'718 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'812 CHF | 513'312 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'130 CHF | 512'630 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 101.93 % | 102.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'494 CHF | 511'994 CHF | 100.00% | 100.00% |