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 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'961 CHF | 513'461 CHF | 99.61% | 99.61% |
15.05.2024 | 0.29% | 102.40 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'643 CHF | 513'143 CHF | 99.43% | 99.43% |
14.05.2024 | 0.29% | 102.60 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'914 CHF | 515'414 CHF | 98.83% | 98.83% |
13.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'633 CHF | 507'133 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'008 CHF | 506'508 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'102 CHF | 505'602 CHF | 98.15% | 98.15% |
07.05.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'502 CHF | 505'002 CHF | 99.43% | 99.43% |
06.05.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'826 CHF | 505'326 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'664 CHF | 504'164 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'649 CHF | 503'149 CHF | 99.16% | 99.16% |