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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'843 CHF | 506'343 CHF | 100.00% | 100.00% |
28.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'565 CHF | 508'065 CHF | 100.00% | 100.00% |
27.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 508'500 CHF | 97.58% | 97.58% |
24.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'667 CHF | 508'167 CHF | 100.00% | 100.00% |
23.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'177 CHF | 508'677 CHF | 100.00% | 100.00% |
22.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'758 CHF | 508'258 CHF | 100.00% | 100.00% |
21.05.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'868 CHF | 509'368 CHF | 96.70% | 96.70% |
17.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'709 CHF | 508'209 CHF | 100.00% | 100.00% |
16.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'319 CHF | 508'819 CHF | 99.51% | 99.51% |
15.05.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'354 CHF | 509'854 CHF | 99.43% | 99.43% |