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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'603 CHF | 514'103 CHF | 99.37% | 99.37% |
24.05.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'412 CHF | 513'912 CHF | 99.37% | 99.37% |
23.05.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'351 CHF | 513'851 CHF | 99.38% | 99.38% |
22.05.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'556 CHF | 514'056 CHF | 99.37% | 99.37% |
21.05.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'786 CHF | 514'286 CHF | 99.28% | 99.28% |
17.05.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'782 CHF | 514'282 CHF | 99.22% | 99.22% |
16.05.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'183 CHF | 514'683 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'106 CHF | 514'606 CHF | 99.37% | 99.37% |
14.05.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'641 CHF | 514'141 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'732 CHF | 514'232 CHF | 98.65% | 98.65% |