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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'628 CHF | 513'128 CHF | 100.00% | 100.00% |
16.05.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'281 CHF | 511'781 CHF | 99.73% | 99.73% |
15.05.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'437 CHF | 512'937 CHF | 99.44% | 99.44% |
14.05.2024 | 0.29% | 102.40 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'912 CHF | 513'412 CHF | 98.93% | 98.93% |
13.05.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'167 CHF | 513'667 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 102.40 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'116 CHF | 513'616 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'168 CHF | 512'668 CHF | 98.26% | 98.26% |
07.05.2024 | 0.29% | 102.40 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'074 CHF | 513'574 CHF | 99.44% | 99.44% |
06.05.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'020 CHF | 512'520 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'638 CHF | 512'138 CHF | 100.00% | 100.00% |