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% | 102.64 % | 103.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'803 CHF | 516'303 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 102.38 % | 102.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'070 CHF | 513'570 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 101.37 % | 101.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'636 CHF | 505'136 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 99.59 % | 100.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'335 CHF | 499'835 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.06 % | 99.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'407 CHF | 501'907 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.82 % | 100.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'407 CHF | 500'907 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 99.42 % | 99.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'951 CHF | 499'451 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'968 CHF | 497'468 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 98.83 % | 99.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'111 CHF | 499'611 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 98.97 % | 99.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'867 CHF | 496'367 CHF | 100.00% | 100.00% |