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% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'025 CHF | 510'525 CHF | 99.37% | 99.37% |
15.05.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'741 CHF | 509'241 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'228 CHF | 506'728 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'526 CHF | 507'026 CHF | 98.65% | 98.65% |
10.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'586 CHF | 508'086 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'732 CHF | 506'232 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'127 CHF | 505'627 CHF | 99.38% | 99.38% |
06.05.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'033 CHF | 502'533 CHF | 99.36% | 99.36% |
03.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'737 CHF | 500'237 CHF | 99.37% | 99.37% |
02.05.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'628 CHF | 497'128 CHF | 99.38% | 99.38% |