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% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'520 CHF | 514'020 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'943 CHF | 513'443 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'237 CHF | 511'737 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'550 CHF | 513'050 CHF | 98.82% | 98.82% |
10.05.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'086 CHF | 513'586 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'275 CHF | 512'775 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'433 CHF | 510'933 CHF | 97.39% | 97.39% |
06.05.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'229 CHF | 511'729 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'780 CHF | 510'280 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'540 CHF | 509'040 CHF | 99.33% | 99.33% |