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 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'827 CHF | 507'377 CHF | 99.60% | 99.60% |
15.05.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'301 CHF | 506'851 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 101.50 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'214 CHF | 508'764 CHF | 98.82% | 98.82% |
13.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'631 CHF | 503'181 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'516 CHF | 503'066 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'590 CHF | 502'140 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'211 CHF | 501'757 CHF | 99.42% | 99.42% |
06.05.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'624 CHF | 502'174 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'796 CHF | 502'339 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'314 CHF | 501'861 CHF | 99.17% | 99.17% |