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% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'829 CHF | 510'329 CHF | 99.50% | 99.50% |
15.05.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'362 CHF | 509'862 CHF | 99.44% | 99.44% |
14.05.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'246 CHF | 511'746 CHF | 98.78% | 98.78% |
13.05.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'756 CHF | 506'256 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'635 CHF | 506'135 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'772 CHF | 505'272 CHF | 98.15% | 98.15% |
07.05.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'398 CHF | 504'898 CHF | 99.42% | 99.42% |
06.05.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'822 CHF | 505'322 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'021 CHF | 505'521 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'603 CHF | 505'103 CHF | 99.17% | 99.17% |