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 | 0.49% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'053 CHF | 516'553 CHF | 99.22% | 99.22% |
16.05.2024 | 0.49% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'125 CHF | 516'625 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'952 CHF | 515'452 CHF | 99.38% | 99.38% |
14.05.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'924 CHF | 517'424 CHF | 99.38% | 99.38% |
13.05.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'545 CHF | 517'045 CHF | 98.65% | 98.65% |
10.05.2024 | 0.49% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'102 CHF | 516'602 CHF | 99.37% | 99.37% |
08.05.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'244 CHF | 518'744 CHF | 99.38% | 99.38% |
07.05.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'536 CHF | 518'036 CHF | 99.37% | 99.37% |
06.05.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'309 CHF | 515'809 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'425 CHF | 514'925 CHF | 99.38% | 99.38% |