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% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'037 CHF | 508'537 CHF | 99.37% | 99.37% |
15.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'435 CHF | 508'935 CHF | 99.37% | 99.37% |
14.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'250 CHF | 508'750 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'403 CHF | 508'903 CHF | 98.65% | 98.65% |
10.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'201 CHF | 508'701 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'150 CHF | 508'650 CHF | 99.37% | 99.37% |
07.05.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'573 CHF | 509'073 CHF | 99.38% | 99.38% |
06.05.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'620 CHF | 508'120 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'323 CHF | 507'823 CHF | 99.37% | 99.37% |
02.05.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'253 CHF | 507'753 CHF | 99.38% | 99.38% |