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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'665 CHF | 506'165 CHF | 99.38% | 99.38% |
23.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'650 CHF | 506'150 CHF | 99.38% | 99.38% |
22.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'934 CHF | 506'434 CHF | 99.37% | 99.37% |
21.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'008 CHF | 506'508 CHF | 99.28% | 99.28% |
17.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'018 CHF | 506'518 CHF | 99.22% | 99.22% |
16.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'223 CHF | 506'723 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'322 CHF | 506'822 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'165 CHF | 506'665 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'263 CHF | 506'763 CHF | 98.65% | 98.65% |
10.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'444 CHF | 506'944 CHF | 99.38% | 99.38% |