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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'491 CHF | 511'991 CHF | 98.65% | 98.65% |
10.05.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'269 CHF | 511'769 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'276 CHF | 511'776 CHF | 99.37% | 99.37% |
07.05.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'661 CHF | 510'161 CHF | 99.38% | 99.38% |
06.05.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'100 CHF | 510'600 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'390 CHF | 509'890 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'899 CHF | 508'399 CHF | 99.38% | 99.38% |
30.04.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'494 CHF | 509'994 CHF | 99.38% | 99.38% |
29.04.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'576 CHF | 509'076 CHF | 98.51% | 98.51% |
26.04.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'644 CHF | 511'144 CHF | 99.37% | 99.37% |