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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'388 CHF | 509'888 CHF | 100.00% | 100.00% |
16.05.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'994 CHF | 510'494 CHF | 99.73% | 99.73% |
15.05.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'879 CHF | 511'379 CHF | 99.43% | 99.43% |
14.05.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'912 CHF | 509'412 CHF | 98.93% | 98.93% |
13.05.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'726 CHF | 509'226 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'727 CHF | 509'227 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'262 CHF | 510'762 CHF | 98.26% | 98.26% |
07.05.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'136 CHF | 510'636 CHF | 99.43% | 99.43% |
06.05.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'690 CHF | 506'190 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'118 CHF | 504'618 CHF | 100.00% | 100.00% |