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% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'763 CHF | 514'263 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'814 CHF | 514'314 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'756 CHF | 514'256 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'008 CHF | 514'508 CHF | 98.83% | 98.83% |
10.05.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'021 CHF | 514'521 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'223 CHF | 514'723 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'668 CHF | 514'168 CHF | 97.36% | 97.36% |
06.05.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'503 CHF | 514'003 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'385 CHF | 513'885 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'146 CHF | 513'646 CHF | 99.34% | 99.34% |