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% | 102.80 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'805 CHF | 515'305 CHF | 99.18% | 99.18% |
15.05.2024 | 0.29% | 102.90 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'012 CHF | 515'512 CHF | 99.42% | 99.42% |
14.05.2024 | 0.29% | 102.70 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'195 CHF | 515'695 CHF | 98.92% | 98.92% |
13.05.2024 | 0.29% | 102.90 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'672 CHF | 516'172 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 102.80 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'329 CHF | 515'829 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 102.80 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'304 CHF | 515'804 CHF | 98.00% | 98.00% |
07.05.2024 | 0.29% | 102.90 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'396 CHF | 515'896 CHF | 99.43% | 99.43% |
06.05.2024 | 0.29% | 102.90 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'894 CHF | 516'394 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 102.90 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'402 CHF | 515'902 CHF | 100.00% | 100.00% |
02.05.2024 | 0.29% | 102.70 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'137 CHF | 514'637 CHF | 100.00% | 100.00% |