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% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'773 CHF | 508'273 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'930 CHF | 507'430 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'247 CHF | 506'747 CHF | 98.82% | 98.82% |
10.05.2024 | 0.50% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'548 CHF | 506'048 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'514 CHF | 506'014 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'400 CHF | 505'900 CHF | 97.38% | 97.38% |
06.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'846 CHF | 504'346 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'233 CHF | 503'733 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'355 CHF | 503'855 CHF | 99.33% | 99.33% |
30.04.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'706 CHF | 504'206 CHF | 99.38% | 99.38% |