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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.31% | 101.80 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'959 CHF | 508'509 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'536 CHF | 505'086 CHF | 98.93% | 98.93% |
13.05.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'017 CHF | 505'567 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'523 CHF | 507'073 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'029 CHF | 506'579 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'107 CHF | 505'653 CHF | 99.62% | 99.62% |
06.05.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'484 CHF | 506'034 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'842 CHF | 506'384 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'615 CHF | 506'162 CHF | 100.00% | 100.00% |
30.04.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'349 CHF | 504'899 CHF | 99.22% | 99.22% |