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% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'847 CHF | 515'347 CHF | 100.00% | 100.00% |
16.05.2024 | 0.49% | 102.47 % | 102.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'850 CHF | 515'350 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 102.52 % | 103.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'167 CHF | 514'667 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'640 CHF | 514'140 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 102.19 % | 102.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'685 CHF | 514'185 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 102.34 % | 102.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'799 CHF | 514'299 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 102.28 % | 102.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'570 CHF | 513'070 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 102.07 % | 102.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'009 CHF | 512'509 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 101.86 % | 102.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'637 CHF | 512'137 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 101.64 % | 102.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'043 CHF | 510'543 CHF | 100.00% | 100.00% |