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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.49% | 101.42 % | 101.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'853 CHF | 509'353 CHF | 100.00% | 100.00% |
16.05.2024 | 0.49% | 101.29 % | 101.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'515 CHF | 509'015 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 101.27 % | 101.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'271 CHF | 508'771 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 101.27 % | 101.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'487 CHF | 508'987 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 101.29 % | 101.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'527 CHF | 509'027 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 101.27 % | 101.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'221 CHF | 508'721 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 101.08 % | 101.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'153 CHF | 507'653 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'165 CHF | 507'665 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 101.04 % | 101.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'479 CHF | 507'979 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 101.09 % | 101.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'910 CHF | 508'410 CHF | 100.00% | 100.00% |