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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'741 CHF | 510'241 CHF | 99.36% | 99.36% |
13.06.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'781 CHF | 511'281 CHF | 99.16% | 99.16% |
12.06.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'778 CHF | 511'278 CHF | 99.38% | 99.38% |
11.06.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'563 CHF | 511'063 CHF | 99.38% | 99.38% |
10.06.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'614 CHF | 511'114 CHF | 99.38% | 99.38% |
07.06.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'594 CHF | 511'094 CHF | 99.16% | 99.16% |
05.06.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'120 CHF | 510'620 CHF | 99.38% | 99.38% |
04.06.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'867 CHF | 510'367 CHF | 98.95% | 98.95% |
03.06.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'113 CHF | 511'613 CHF | 99.38% | 99.38% |
31.05.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'864 CHF | 511'364 CHF | 99.38% | 99.38% |