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% | 101.76 % | 102.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'906 CHF | 511'406 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 101.31 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'656 CHF | 508'156 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 100.73 % | 101.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'757 CHF | 505'257 CHF | 99.90% | 99.90% |
13.05.2024 | 0.50% | 100.43 % | 100.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'018 CHF | 503'518 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.63 % | 100.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'097 CHF | 502'597 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 100.17 % | 100.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'375 CHF | 500'875 CHF | 100.00% | 100.00% |
07.05.2024 | 0.51% | 99.11 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'659 CHF | 496'159 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 98.21 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'043 CHF | 494'543 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 97.82 % | 98.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'915 CHF | 492'415 CHF | 99.72% | 99.72% |
02.05.2024 | 0.51% | 98.52 % | 99.02 % | 500'000 | 500'000 | 500'000 | 499'992 | 493'308 CHF | 495'801 CHF | 100.00% | 100.00% |