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% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 507'550 CHF | 99.39% | 99.39% |
15.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 508'000 CHF | 99.44% | 99.44% |
14.05.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 507'550 CHF | 98.93% | 98.93% |
13.05.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 507'550 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 507'550 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 508'000 CHF | 98.11% | 98.11% |
07.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 508'500 CHF | 99.52% | 99.52% |
06.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'978 CHF | 508'478 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'723 CHF | 508'223 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'581 CHF | 508'081 CHF | 100.00% | 100.00% |