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% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'938 CHF | 504'438 CHF | 99.16% | 99.16% |
15.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'412 CHF | 505'912 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 499'734 | 499'734 | 507'008 CHF | 508'508 CHF | 98.95% | 98.95% |
13.05.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'626 CHF | 512'126 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'262 CHF | 507'762 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'821 CHF | 507'321 CHF | 97.99% | 97.99% |
07.05.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'490 CHF | 505'990 CHF | 99.43% | 99.43% |
06.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'779 CHF | 505'279 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'691 CHF | 507'932 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'803 CHF | 507'303 CHF | 100.00% | 100.00% |