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% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'478 CHF | 509'978 CHF | 99.29% | 99.29% |
15.05.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'256 CHF | 509'756 CHF | 99.43% | 99.43% |
14.05.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'125 CHF | 509'625 CHF | 98.95% | 98.95% |
13.05.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'824 CHF | 510'324 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'169 CHF | 509'669 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'014 CHF | 509'514 CHF | 97.99% | 97.99% |
07.05.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'115 CHF | 509'615 CHF | 99.53% | 99.53% |
06.05.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'180 CHF | 509'680 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'191 CHF | 509'432 CHF | 100.00% | 100.00% |
02.05.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'780 CHF | 509'280 CHF | 98.98% | 98.98% |