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% | 103.47 % | 103.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'060 CHF | 519'560 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 103.41 % | 103.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'944 CHF | 518'444 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'256 CHF | 516'756 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'528 CHF | 517'028 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'157 CHF | 516'657 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'086 CHF | 514'586 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 102.42 % | 102.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'557 CHF | 514'057 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 101.72 % | 102.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'561 CHF | 511'061 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 101.48 % | 101.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'599 CHF | 510'099 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 101.11 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'926 CHF | 508'426 CHF | 99.99% | 99.99% |