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 | 0.49% | 102.16 % | 102.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'510 CHF | 514'010 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'834 CHF | 512'334 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'944 CHF | 510'444 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 101.77 % | 102.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'388 CHF | 510'888 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 101.56 % | 102.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'410 CHF | 509'910 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 100.98 % | 101.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'310 CHF | 506'810 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 100.76 % | 101.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'897 CHF | 506'397 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 100.52 % | 101.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'952 CHF | 504'452 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.18 % | 100.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'522 CHF | 502'022 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 99.34 % | 99.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'893 CHF | 500'393 CHF | 100.00% | 100.00% |