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% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'330 CHF | 510'830 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'898 CHF | 511'398 CHF | 98.35% | 98.35% |
14.05.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'612 CHF | 511'112 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'451 CHF | 510'951 CHF | 98.94% | 98.94% |
10.05.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'466 CHF | 509'966 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'449 CHF | 508'949 CHF | 99.36% | 99.36% |
07.05.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'446 CHF | 504'946 CHF | 94.75% | 94.75% |
06.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'156 CHF | 503'656 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'949 CHF | 503'449 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'435 CHF | 503'935 CHF | 99.37% | 99.37% |