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% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'172 CHF | 514'672 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 102.29 % | 102.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'566 CHF | 513'066 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 102.11 % | 102.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'927 CHF | 512'427 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 101.43 % | 101.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'472 CHF | 508'972 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 101.12 % | 101.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'397 CHF | 508'897 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 100.93 % | 101.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'090 CHF | 507'590 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 100.62 % | 101.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'031 CHF | 504'531 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 100.31 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'698 CHF | 504'198 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.86 % | 100.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'431 CHF | 503'931 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 99.81 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'481 CHF | 499'981 CHF | 100.00% | 100.00% |