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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'420 CHF | 508'920 CHF | 99.43% | 99.43% |
14.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'085 CHF | 508'585 CHF | 98.94% | 98.94% |
13.05.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'226 CHF | 507'776 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 101.40 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'385 CHF | 507'935 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'347 CHF | 505'897 CHF | 98.26% | 98.26% |
07.05.2024 | 0.30% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'415 CHF | 507'961 CHF | 99.43% | 99.43% |
06.05.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'497 CHF | 506'047 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'510 CHF | 506'299 CHF | 99.99% | 99.99% |
02.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'204 CHF | 505'704 CHF | 100.00% | 100.00% |
30.04.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'709 CHF | 503'259 CHF | 99.23% | 99.23% |