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 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'676 CHF | 505'226 CHF | 99.26% | 99.26% |
15.05.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'550 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'765 CHF | 505'315 CHF | 98.94% | 98.94% |
13.05.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'563 CHF | 505'113 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'519 CHF | 505'069 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'288 CHF | 504'838 CHF | 97.99% | 97.99% |
07.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'073 CHF | 504'619 CHF | 99.53% | 99.53% |
06.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'745 CHF | 504'295 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'067 CHF | 504'609 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'845 CHF | 504'392 CHF | 100.00% | 100.00% |