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 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'478 CHF | 510'978 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'606 CHF | 513'106 CHF | 98.35% | 98.35% |
14.05.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'046 CHF | 512'546 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'444 CHF | 512'944 CHF | 98.94% | 98.94% |
10.05.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'876 CHF | 513'376 CHF | 99.38% | 99.38% |
08.05.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'187 CHF | 512'687 CHF | 99.36% | 99.36% |
07.05.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'897 CHF | 510'397 CHF | 94.74% | 94.74% |
06.05.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'995 CHF | 509'495 CHF | 99.37% | 99.37% |
03.05.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'170 CHF | 509'670 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'825 CHF | 509'325 CHF | 99.38% | 99.38% |