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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'250 CHF | 514'750 CHF | 98.94% | 98.94% |
10.05.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'500 CHF | 515'000 CHF | 99.22% | 99.22% |
08.05.2024 | 0.49% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'750 CHF | 515'250 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'500 CHF | 516'000 CHF | 94.77% | 94.77% |
06.05.2024 | 0.49% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'000 CHF | 516'500 CHF | 99.37% | 99.37% |
03.05.2024 | 0.48% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'250 CHF | 516'750 CHF | 99.29% | 99.29% |
02.05.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'500 CHF | 517'000 CHF | 99.38% | 99.38% |
30.04.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'165 CHF | 517'665 CHF | 99.37% | 99.37% |
29.04.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'296 CHF | 517'796 CHF | 99.37% | 99.37% |
26.04.2024 | 0.48% | 103.15 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'912 CHF | 518'412 CHF | 99.37% | 99.37% |