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 | 0.48% | 103.75 % | 104.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'979 CHF | 521'479 CHF | 89.84% | 89.84% |
15.05.2024 | 0.48% | 103.55 % | 104.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'312 CHF | 518'812 CHF | 99.38% | 99.38% |
14.05.2024 | 0.48% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'911 CHF | 519'411 CHF | 99.38% | 99.38% |
13.05.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'897 CHF | 518'397 CHF | 98.82% | 98.82% |
10.05.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'711 CHF | 518'211 CHF | 99.37% | 99.37% |
08.05.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'356 CHF | 519'856 CHF | 99.38% | 99.38% |
07.05.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'150 CHF | 517'650 CHF | 97.38% | 97.38% |
06.05.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'979 CHF | 517'479 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'861 CHF | 516'361 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'364 CHF | 514'864 CHF | 99.18% | 99.18% |