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 | 0.48% | 103.64 % | 104.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'997 CHF | 519'497 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 102.74 % | 103.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'689 CHF | 517'189 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 102.58 % | 103.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'109 CHF | 514'609 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 102.79 % | 103.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'771 CHF | 512'271 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 101.92 % | 102.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'318 CHF | 512'818 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 101.54 % | 102.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'914 CHF | 513'414 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 102.76 % | 103.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'491 CHF | 514'991 CHF | 97.16% | 97.16% |
06.05.2024 | 0.49% | 102.31 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'714 CHF | 514'214 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 101.88 % | 102.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'851 CHF | 510'351 CHF | 99.99% | 99.99% |
02.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'857 CHF | 510'357 CHF | 100.00% | 100.00% |