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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'832 CHF | 514'332 CHF | 99.37% | 99.37% |
21.05.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'188 CHF | 513'688 CHF | 99.28% | 99.28% |
17.05.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'044 CHF | 513'544 CHF | 99.22% | 99.22% |
16.05.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'507 CHF | 514'007 CHF | 99.37% | 99.37% |
15.05.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'848 CHF | 514'348 CHF | 99.38% | 99.38% |
14.05.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'628 CHF | 513'128 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'945 CHF | 512'445 CHF | 98.65% | 98.65% |
10.05.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'262 CHF | 513'762 CHF | 99.37% | 99.37% |
08.05.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'911 CHF | 512'411 CHF | 99.37% | 99.37% |
07.05.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'136 CHF | 512'636 CHF | 99.37% | 99.37% |