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% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'857 CHF | 510'357 CHF | 99.62% | 99.62% |
15.05.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'900 CHF | 511'400 CHF | 99.44% | 99.44% |
14.05.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'925 CHF | 509'425 CHF | 98.95% | 98.95% |
13.05.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'409 CHF | 509'909 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'995 CHF | 506'495 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'883 CHF | 505'383 CHF | 98.26% | 98.26% |
07.05.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'475 CHF | 510'975 CHF | 99.44% | 99.44% |
06.05.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'856 CHF | 497'356 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'600 CHF | 494'100 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 98.10 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'584 CHF | 493'084 CHF | 99.99% | 99.99% |