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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'790 CHF | 508'290 CHF | 99.44% | 99.44% |
14.05.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'881 CHF | 507'381 CHF | 98.93% | 98.93% |
13.05.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'735 CHF | 504'235 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'906 CHF | 504'406 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'928 CHF | 504'428 CHF | 98.15% | 98.15% |
07.05.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'049 CHF | 504'549 CHF | 99.44% | 99.44% |
06.05.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'870 CHF | 503'370 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'667 CHF | 504'167 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'667 CHF | 503'167 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'582 CHF | 502'082 CHF | 99.23% | 99.23% |