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 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'493 CHF | 512'993 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'382 CHF | 512'882 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'683 CHF | 513'183 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'627 CHF | 513'127 CHF | 98.83% | 98.83% |
10.05.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'817 CHF | 513'317 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'620 CHF | 513'120 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'024 CHF | 512'524 CHF | 97.35% | 97.35% |
06.05.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'917 CHF | 512'417 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'098 CHF | 512'598 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'043 CHF | 511'543 CHF | 99.33% | 99.33% |