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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'216 CHF | 511'716 CHF | 99.22% | 99.22% |
16.05.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'554 CHF | 511'054 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'949 CHF | 511'449 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'443 CHF | 511'943 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'956 CHF | 512'456 CHF | 98.65% | 98.65% |
10.05.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'009 CHF | 512'509 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'345 CHF | 511'845 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'731 CHF | 512'231 CHF | 99.38% | 99.38% |
06.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'303 CHF | 511'803 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'239 CHF | 510'739 CHF | 99.38% | 99.38% |