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 | 508'241 CHF | 510'741 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'723 CHF | 511'223 CHF | 98.36% | 98.36% |
14.05.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'564 CHF | 511'064 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'459 CHF | 510'959 CHF | 98.95% | 98.95% |
10.05.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'700 CHF | 510'200 CHF | 99.38% | 99.38% |
08.05.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'172 CHF | 509'672 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'121 CHF | 508'621 CHF | 94.78% | 94.78% |
06.05.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'284 CHF | 507'784 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'158 CHF | 507'658 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'589 CHF | 508'089 CHF | 99.38% | 99.38% |