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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'619 CHF | 509'119 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'096 CHF | 508'596 CHF | 99.85% | 99.85% |
13.05.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'866 CHF | 508'366 CHF | 99.42% | 99.42% |
10.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'830 CHF | 508'330 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'479 CHF | 507'979 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'125 CHF | 507'625 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'109 CHF | 507'609 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'868 CHF | 507'368 CHF | 99.93% | 99.93% |
02.05.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'020 CHF | 507'520 CHF | 100.00% | 100.00% |
30.04.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'584 CHF | 508'084 CHF | 95.93% | 95.93% |