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% | 101.32 % | 101.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'221 CHF | 508'721 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 101.76 % | 102.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'879 CHF | 511'379 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 101.97 % | 102.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'404 CHF | 512'904 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 101.33 % | 101.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'659 CHF | 508'159 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.83 % | 101.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'456 CHF | 505'956 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'192 CHF | 504'692 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 100.46 % | 100.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'162 CHF | 504'662 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 100.13 % | 100.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'341 CHF | 504'841 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.17 % | 100.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'710 CHF | 504'210 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 99.84 % | 100.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'147 CHF | 500'647 CHF | 66.56% | 66.56% |