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% | 102.92 % | 103.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'530 CHF | 518'030 CHF | 99.85% | 99.85% |
15.05.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'115 CHF | 518'615 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 103.06 % | 103.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'237 CHF | 515'737 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'933 CHF | 513'433 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 102.04 % | 102.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'476 CHF | 511'976 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 102.02 % | 102.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'820 CHF | 508'320 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'316 CHF | 502'816 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 99.71 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'597 CHF | 500'097 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.59 % | 100.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'107 CHF | 500'607 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 98.92 % | 99.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'668 CHF | 498'168 CHF | 100.00% | 100.00% |