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% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'053 CHF | 508'553 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'066 CHF | 508'566 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'924 CHF | 508'424 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'187 CHF | 508'687 CHF | 98.64% | 98.64% |
10.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'199 CHF | 508'699 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'108 CHF | 508'608 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'077 CHF | 508'577 CHF | 99.37% | 99.37% |
06.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'957 CHF | 508'457 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'595 CHF | 508'095 CHF | 99.37% | 99.37% |
02.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'681 CHF | 508'181 CHF | 99.38% | 99.38% |