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% | 102.54 % | 103.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'109 CHF | 515'609 CHF | 99.39% | 99.39% |
15.05.2024 | 0.49% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'077 CHF | 515'577 CHF | 99.39% | 99.39% |
14.05.2024 | 0.49% | 102.58 % | 103.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'877 CHF | 515'377 CHF | 99.39% | 99.39% |
13.05.2024 | 0.49% | 102.57 % | 103.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'796 CHF | 515'296 CHF | 99.39% | 99.39% |
10.05.2024 | 0.47% | 106.49 % | 106.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'535 CHF | 535'035 CHF | 99.39% | 99.39% |
08.05.2024 | 0.47% | 106.40 % | 106.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'963 CHF | 534'463 CHF | 99.39% | 99.39% |
07.05.2024 | 0.47% | 106.38 % | 106.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'480 CHF | 533'980 CHF | 99.39% | 99.39% |
06.05.2024 | 0.47% | 106.30 % | 106.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'595 CHF | 534'095 CHF | 99.39% | 99.39% |
03.05.2024 | 0.47% | 106.31 % | 106.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'424 CHF | 533'924 CHF | 99.39% | 99.39% |
02.05.2024 | 0.47% | 106.16 % | 106.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'805 CHF | 533'305 CHF | 99.39% | 99.39% |