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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.06.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'552 CHF | 509'052 CHF | 100.00% | 100.00% |
14.06.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'188 CHF | 508'688 CHF | 100.00% | 100.00% |
13.06.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'511 CHF | 509'011 CHF | 99.28% | 99.28% |
12.06.2024 | 0.30% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'501 CHF | 509'001 CHF | 100.00% | 100.00% |
11.06.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'500 CHF | 509'000 CHF | 100.00% | 100.00% |
10.06.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'316 CHF | 508'816 CHF | 100.00% | 100.00% |
07.06.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'500 CHF | 509'000 CHF | 100.00% | 100.00% |
05.06.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'040 CHF | 508'540 CHF | 97.93% | 97.93% |
04.06.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'004 CHF | 508'504 CHF | 100.00% | 100.00% |
03.06.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'459 CHF | 508'959 CHF | 100.00% | 100.00% |