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% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'964 CHF | 509'464 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'299 CHF | 509'799 CHF | 98.35% | 98.35% |
14.05.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'395 CHF | 509'895 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'696 CHF | 510'196 CHF | 98.94% | 98.94% |
10.05.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'054 CHF | 510'554 CHF | 99.22% | 99.22% |
08.05.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'413 CHF | 510'913 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'840 CHF | 512'340 CHF | 94.78% | 94.78% |
06.05.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'222 CHF | 512'722 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'350 CHF | 511'850 CHF | 99.29% | 99.29% |
02.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'367 CHF | 511'867 CHF | 99.38% | 99.38% |