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 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'209 CHF | 509'709 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'264 CHF | 508'764 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'166 CHF | 507'666 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'249 CHF | 506'749 CHF | 98.83% | 98.83% |
10.05.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'293 CHF | 506'793 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'790 CHF | 506'290 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'340 CHF | 504'840 CHF | 97.35% | 97.35% |
06.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'755 CHF | 504'255 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'230 CHF | 503'730 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'653 CHF | 505'153 CHF | 99.35% | 99.35% |