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% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'244 CHF | 512'744 CHF | 99.50% | 99.50% |
15.05.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'500 CHF | 513'000 CHF | 99.43% | 99.43% |
14.05.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'133 CHF | 512'633 CHF | 98.89% | 98.89% |
13.05.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'572 CHF | 512'072 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'005 CHF | 512'505 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'128 CHF | 511'628 CHF | 98.15% | 98.15% |
07.05.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'463 CHF | 510'963 CHF | 99.45% | 99.45% |
06.05.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'621 CHF | 512'121 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'405 CHF | 510'905 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'302 CHF | 511'802 CHF | 100.00% | 100.00% |