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 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 506'500 CHF | 99.16% | 99.16% |
15.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 507'000 CHF | 99.42% | 99.42% |
14.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 507'000 CHF | 98.91% | 98.91% |
13.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 507'000 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'573 CHF | 507'073 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'738 CHF | 507'238 CHF | 97.99% | 97.99% |
07.05.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'909 CHF | 507'409 CHF | 99.43% | 99.43% |
06.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'277 CHF | 507'777 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'961 CHF | 507'201 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'440 CHF | 506'940 CHF | 100.00% | 100.00% |