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% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'227 CHF | 507'727 CHF | 99.15% | 99.15% |
15.05.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'451 CHF | 506'951 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'442 CHF | 505'942 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'625 CHF | 506'125 CHF | 98.82% | 98.82% |
10.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'654 CHF | 506'154 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'035 CHF | 504'535 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'695 CHF | 503'195 CHF | 97.35% | 97.35% |
06.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'638 CHF | 501'138 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'985 CHF | 499'485 CHF | 99.37% | 99.37% |
02.05.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'325 CHF | 498'825 CHF | 99.32% | 99.32% |