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 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'500 CHF | 508'000 CHF | 99.27% | 99.27% |
15.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'501 CHF | 508'001 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'546 CHF | 508'046 CHF | 98.94% | 98.94% |
13.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'500 CHF | 508'000 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'511 CHF | 508'011 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'500 CHF | 508'000 CHF | 96.41% | 96.41% |
07.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'426 CHF | 507'926 CHF | 99.54% | 99.54% |
06.05.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'287 CHF | 507'787 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'124 CHF | 507'624 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'530 CHF | 507'030 CHF | 100.00% | 100.00% |