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% | 102.54 % | 103.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'723 CHF | 515'223 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 102.53 % | 103.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'603 CHF | 515'103 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 102.48 % | 102.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'334 CHF | 514'834 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'448 CHF | 514'948 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 102.46 % | 102.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'290 CHF | 514'790 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 102.44 % | 102.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'191 CHF | 514'691 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 102.41 % | 102.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'962 CHF | 514'462 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'897 CHF | 514'397 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'673 CHF | 514'173 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 102.29 % | 102.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'431 CHF | 513'931 CHF | 100.00% | 100.00% |