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% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'493 CHF | 510'993 CHF | 99.37% | 99.37% |
15.05.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'376 CHF | 510'876 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'080 CHF | 510'580 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'729 CHF | 511'229 CHF | 98.65% | 98.65% |
10.05.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'084 CHF | 510'584 CHF | 99.38% | 99.38% |
08.05.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'504 CHF | 509'004 CHF | 99.37% | 99.37% |
07.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'038 CHF | 508'538 CHF | 99.38% | 99.38% |
06.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'557 CHF | 507'057 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'995 CHF | 506'495 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'251 CHF | 503'751 CHF | 99.38% | 99.38% |