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 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'222 CHF | 517'222 CHF | 99.42% | 99.42% |
14.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'527 CHF | 515'527 CHF | 98.96% | 98.96% |
13.05.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'172 CHF | 512'172 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'580 CHF | 511'580 CHF | 99.84% | 99.84% |
08.05.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'643 CHF | 510'643 CHF | 98.03% | 98.03% |
07.05.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'380 CHF | 510'380 CHF | 99.45% | 99.45% |
06.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'212 CHF | 508'212 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'740 CHF | 506'740 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'823 CHF | 505'823 CHF | 99.17% | 99.17% |
30.04.2024 | 0.79% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 499'927 | 501'157 CHF | 505'083 CHF | 99.59% | 99.59% |