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% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'488 CHF | 506'038 CHF | 99.61% | 99.61% |
15.05.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'768 CHF | 506'318 CHF | 99.43% | 99.43% |
14.05.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'649 CHF | 506'149 CHF | 98.93% | 98.93% |
13.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'277 CHF | 506'777 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'104 CHF | 506'604 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'365 CHF | 505'915 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'770 CHF | 505'316 CHF | 99.54% | 99.54% |
06.05.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'284 CHF | 505'784 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'762 CHF | 505'015 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'097 CHF | 503'644 CHF | 100.00% | 100.00% |