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% | 101.07 % | 101.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'352 CHF | 507'852 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 101.04 % | 101.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'166 CHF | 507'666 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'965 CHF | 507'465 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'987 CHF | 507'487 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 100.98 % | 101.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'902 CHF | 507'402 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 100.97 % | 101.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'850 CHF | 507'350 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'750 CHF | 507'250 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 100.93 % | 101.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'631 CHF | 507'131 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 100.89 % | 101.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'321 CHF | 506'821 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 100.82 % | 101.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'278 CHF | 506'778 CHF | 100.00% | 100.00% |