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% | 102.86 % | 103.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'103 CHF | 516'603 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 102.64 % | 103.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'327 CHF | 515'827 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 102.54 % | 103.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'966 CHF | 515'466 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 102.54 % | 103.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'483 CHF | 513'983 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 101.29 % | 101.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'670 CHF | 507'170 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'688 CHF | 508'188 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 100.79 % | 101.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'385 CHF | 504'885 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.08 % | 100.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'662 CHF | 503'162 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 99.93 % | 100.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'634 CHF | 502'134 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 99.77 % | 100.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'027 CHF | 503'527 CHF | 100.00% | 100.00% |