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% | 101.94 % | 102.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'082 CHF | 511'582 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 102.71 % | 103.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'115 CHF | 516'615 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'049 CHF | 518'549 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 102.03 % | 102.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'287 CHF | 510'787 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'010 CHF | 507'510 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'366 CHF | 504'866 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 100.93 % | 101.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'109 CHF | 506'609 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 100.09 % | 100.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'244 CHF | 504'744 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.42 % | 100.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'269 CHF | 505'769 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 100.01 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'890 CHF | 502'390 CHF | 100.00% | 100.00% |