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% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'601 CHF | 512'101 CHF | 99.37% | 99.37% |
15.05.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'969 CHF | 512'469 CHF | 98.35% | 98.35% |
14.05.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'810 CHF | 512'310 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'732 CHF | 512'232 CHF | 98.95% | 98.95% |
10.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'050 CHF | 511'550 CHF | 99.38% | 99.38% |
08.05.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'719 CHF | 511'219 CHF | 99.37% | 99.37% |
07.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'491 CHF | 507'991 CHF | 94.78% | 94.78% |
06.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'760 CHF | 507'260 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'642 CHF | 507'142 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'782 CHF | 507'282 CHF | 99.38% | 99.38% |