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 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'499 CHF | 515'499 CHF | 99.49% | 99.49% |
15.05.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'373 CHF | 515'373 CHF | 99.42% | 99.42% |
14.05.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'614 CHF | 514'614 CHF | 98.91% | 98.91% |
13.05.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'523 CHF | 514'523 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'670 CHF | 514'670 CHF | 99.84% | 99.84% |
08.05.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'271 CHF | 514'271 CHF | 98.01% | 98.01% |
07.05.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'878 CHF | 514'878 CHF | 99.44% | 99.44% |
06.05.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'743 CHF | 513'743 CHF | 100.00% | 100.00% |
03.05.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'743 CHF | 512'743 CHF | 100.00% | 100.00% |
02.05.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'554 CHF | 511'554 CHF | 100.00% | 100.00% |