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 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'451 CHF | 512'951 CHF | 99.61% | 99.61% |
15.05.2024 | 0.29% | 102.50 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'615 CHF | 513'115 CHF | 99.43% | 99.43% |
14.05.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'906 CHF | 512'406 CHF | 98.95% | 98.95% |
13.05.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'000 CHF | 512'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 513'000 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'726 CHF | 513'226 CHF | 98.15% | 98.15% |
07.05.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 513'000 CHF | 99.50% | 99.50% |
06.05.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'520 CHF | 513'020 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'655 CHF | 513'155 CHF | 100.00% | 100.00% |
02.05.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'687 CHF | 513'187 CHF | 100.00% | 100.00% |