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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'825 CHF | 507'325 CHF | 100.00% | 100.00% |
28.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'086 CHF | 508'586 CHF | 100.00% | 100.00% |
27.05.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'545 CHF | 508'045 CHF | 97.57% | 97.57% |
24.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'500 CHF | 508'000 CHF | 100.00% | 100.00% |
23.05.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'352 CHF | 508'864 CHF | 100.00% | 100.00% |
22.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'536 CHF | 509'036 CHF | 100.00% | 100.00% |
21.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'764 CHF | 508'264 CHF | 97.20% | 97.20% |
17.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'999 CHF | 507'499 CHF | 100.00% | 100.00% |
16.05.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'000 CHF | 508'500 CHF | 99.61% | 99.61% |
15.05.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'071 CHF | 508'571 CHF | 99.43% | 99.43% |