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% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'328 CHF | 513'828 CHF | 98.31% | 98.31% |
15.05.2024 | 0.49% | 101.73 % | 102.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'658 CHF | 510'158 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 101.23 % | 101.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'842 CHF | 508'342 CHF | 99.99% | 99.99% |
13.05.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'317 CHF | 509'817 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 101.03 % | 101.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'067 CHF | 508'567 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 100.76 % | 101.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'992 CHF | 506'492 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 100.61 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'508 CHF | 504'008 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 99.92 % | 100.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'975 CHF | 502'475 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.64 % | 100.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'092 CHF | 499'592 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 98.99 % | 99.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'566 CHF | 501'066 CHF | 100.00% | 100.00% |