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% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'201 CHF | 508'701 CHF | 99.37% | 99.37% |
15.05.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'425 CHF | 508'925 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'410 CHF | 508'910 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'505 CHF | 509'005 CHF | 98.82% | 98.82% |
10.05.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'708 CHF | 509'208 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'507 CHF | 509'007 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'675 CHF | 509'175 CHF | 97.36% | 97.36% |
06.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'477 CHF | 508'977 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'346 CHF | 508'846 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'973 CHF | 508'473 CHF | 99.34% | 99.34% |