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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.48% | 103.17 % | 103.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'685 CHF | 518'185 CHF | 100.00% | 100.00% |
16.05.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'793 CHF | 518'293 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 103.21 % | 103.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'761 CHF | 517'261 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 102.29 % | 102.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'223 CHF | 514'723 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 101.92 % | 102.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'445 CHF | 512'945 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 102.23 % | 102.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'323 CHF | 513'823 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'136 CHF | 512'636 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 101.96 % | 102.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'091 CHF | 511'591 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 101.77 % | 102.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'117 CHF | 511'617 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'564 CHF | 511'064 CHF | 100.00% | 100.00% |