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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.06.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'069 CHF | 509'569 CHF | 98.78% | 98.78% |
14.06.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'874 CHF | 510'374 CHF | 99.31% | 99.31% |
13.06.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'989 CHF | 510'489 CHF | 98.83% | 98.83% |
12.06.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'036 CHF | 510'536 CHF | 99.38% | 99.38% |
11.06.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'628 CHF | 510'128 CHF | 99.38% | 99.38% |
10.06.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'271 CHF | 509'771 CHF | 99.37% | 99.37% |
07.06.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'598 CHF | 510'098 CHF | 99.27% | 99.27% |
05.06.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'179 CHF | 510'679 CHF | 99.38% | 99.38% |
04.06.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'816 CHF | 510'316 CHF | 99.31% | 99.31% |
03.06.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'188 CHF | 510'688 CHF | 99.38% | 99.38% |