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% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'199 CHF | 510'699 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'485 CHF | 510'985 CHF | 98.35% | 98.35% |
14.05.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'176 CHF | 511'676 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'863 CHF | 510'363 CHF | 98.94% | 98.94% |
10.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'828 CHF | 511'328 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'770 CHF | 510'270 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'071 CHF | 510'571 CHF | 94.77% | 94.77% |
06.05.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'288 CHF | 510'788 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'581 CHF | 510'081 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'798 CHF | 508'298 CHF | 99.38% | 99.38% |