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% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'375 CHF | 507'875 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'832 CHF | 509'332 CHF | 98.97% | 98.97% |
14.05.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'134 CHF | 508'634 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'368 CHF | 507'868 CHF | 98.82% | 98.82% |
10.05.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'480 CHF | 504'980 CHF | 99.21% | 99.21% |
08.05.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'723 CHF | 499'223 CHF | 99.05% | 99.05% |
07.05.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'960 CHF | 503'460 CHF | 97.38% | 97.38% |
06.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'505 CHF | 502'005 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'572 CHF | 502'072 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'581 CHF | 494'081 CHF | 99.34% | 99.34% |