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 | 0.49% | 102.69 % | 103.19 % | 500'000 | 500'000 | 499'992 | 500'000 | 513'467 CHF | 515'975 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 102.66 % | 103.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'141 CHF | 515'641 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 102.51 % | 103.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'640 CHF | 515'140 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 102.49 % | 102.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'651 CHF | 515'151 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 102.54 % | 103.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'731 CHF | 515'231 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 102.48 % | 102.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'465 CHF | 514'965 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 102.43 % | 102.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'096 CHF | 514'596 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'038 CHF | 514'538 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 102.38 % | 102.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'948 CHF | 514'448 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 102.31 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'719 CHF | 514'219 CHF | 100.00% | 100.00% |