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 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'704 CHF | 517'204 CHF | 99.39% | 99.39% |
15.05.2024 | 0.48% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'668 CHF | 517'168 CHF | 98.35% | 98.35% |
14.05.2024 | 0.48% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'705 CHF | 517'205 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'577 CHF | 513'077 CHF | 98.94% | 98.94% |
10.05.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'707 CHF | 512'207 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'561 CHF | 512'061 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'433 CHF | 508'933 CHF | 94.78% | 94.78% |
06.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'338 CHF | 508'838 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'238 CHF | 507'738 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'881 CHF | 507'381 CHF | 99.38% | 99.38% |