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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.49% | 101.47 % | 101.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'738 CHF | 508'238 CHF | 99.05% | 99.05% |
23.05.2024 | 0.49% | 101.33 % | 101.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'661 CHF | 509'161 CHF | 99.45% | 99.45% |
22.05.2024 | 0.49% | 101.21 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'846 CHF | 508'346 CHF | 97.24% | 97.24% |
21.05.2024 | 0.49% | 100.98 % | 101.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'510 CHF | 507'010 CHF | 100.00% | 100.00% |
17.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'334 CHF | 506'834 CHF | 100.00% | 100.00% |
16.05.2024 | 0.49% | 100.87 % | 101.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'191 CHF | 507'691 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 100.11 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'328 CHF | 501'828 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 99.36 % | 99.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'845 CHF | 498'345 CHF | 99.95% | 99.95% |
13.05.2024 | 0.50% | 99.53 % | 100.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'284 CHF | 500'784 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.09 % | 100.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'836 CHF | 503'336 CHF | 100.00% | 100.00% |