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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 507'050 CHF | 98.90% | 98.90% |
13.05.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 507'050 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 507'550 CHF | 99.73% | 99.73% |
08.05.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 507'550 CHF | 97.99% | 97.99% |
07.05.2024 | 0.30% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'500 CHF | 508'046 CHF | 99.53% | 99.53% |
06.05.2024 | 0.31% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'500 CHF | 508'050 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'500 CHF | 508'042 CHF | 99.53% | 99.53% |
02.05.2024 | 0.30% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'500 CHF | 508'047 CHF | 100.00% | 100.00% |
30.04.2024 | 0.31% | 101.40 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'000 CHF | 508'550 CHF | 99.22% | 99.22% |
29.04.2024 | 0.30% | 101.40 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'000 CHF | 508'548 CHF | 99.79% | 99.79% |