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% | 101.04 % | 101.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'392 CHF | 507'892 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 101.02 % | 101.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'431 CHF | 506'931 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 100.72 % | 101.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'352 CHF | 505'852 CHF | 99.98% | 99.98% |
13.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'799 CHF | 506'299 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 100.74 % | 101.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'148 CHF | 507'648 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 100.92 % | 101.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'504 CHF | 507'004 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 101.01 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'470 CHF | 506'970 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 100.61 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'617 CHF | 505'117 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.21 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'840 CHF | 503'340 CHF | 99.99% | 99.99% |
02.05.2024 | 0.50% | 99.71 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'389 CHF | 500'889 CHF | 100.00% | 100.00% |