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% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'124 CHF | 514'624 CHF | 99.37% | 99.37% |
15.05.2024 | 0.49% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'764 CHF | 515'264 CHF | 99.37% | 99.37% |
14.05.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'296 CHF | 514'796 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'477 CHF | 514'977 CHF | 98.66% | 98.66% |
10.05.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'891 CHF | 514'391 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'677 CHF | 514'177 CHF | 99.37% | 99.37% |
07.05.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'491 CHF | 514'991 CHF | 99.38% | 99.38% |
06.05.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'813 CHF | 511'313 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'454 CHF | 509'954 CHF | 99.37% | 99.37% |
02.05.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'826 CHF | 509'326 CHF | 99.38% | 99.38% |