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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.49% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'750 CHF | 515'250 CHF | 98.35% | 98.35% |
14.05.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'000 CHF | 515'500 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'000 CHF | 515'500 CHF | 98.95% | 98.95% |
10.05.2024 | 0.49% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'250 CHF | 515'750 CHF | 99.38% | 99.38% |
08.05.2024 | 0.49% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'250 CHF | 515'750 CHF | 99.37% | 99.37% |
07.05.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'749 CHF | 516'249 CHF | 94.78% | 94.78% |
06.05.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'831 CHF | 516'331 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'000 CHF | 516'500 CHF | 99.38% | 99.38% |
02.05.2024 | 0.48% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'241 CHF | 516'741 CHF | 99.38% | 99.38% |
30.04.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'500 CHF | 517'000 CHF | 99.37% | 99.37% |