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 | 509'382 CHF | 511'882 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'485 CHF | 511'985 CHF | 98.35% | 98.35% |
14.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'478 CHF | 511'978 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'462 CHF | 511'962 CHF | 98.94% | 98.94% |
10.05.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'277 CHF | 511'777 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'219 CHF | 511'719 CHF | 99.02% | 99.02% |
07.05.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'592 CHF | 511'092 CHF | 94.75% | 94.75% |
06.05.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'185 CHF | 510'685 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'712 CHF | 510'212 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'551 CHF | 509'051 CHF | 99.38% | 99.38% |