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% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'304 CHF | 506'804 CHF | 99.37% | 99.37% |
15.05.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'453 CHF | 506'953 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'302 CHF | 506'802 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'071 CHF | 506'571 CHF | 98.82% | 98.82% |
10.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'287 CHF | 506'787 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'642 CHF | 506'142 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'685 CHF | 506'185 CHF | 97.38% | 97.38% |
06.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'303 CHF | 505'803 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'554 CHF | 506'054 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'231 CHF | 504'731 CHF | 99.34% | 99.34% |