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% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'587 CHF | 508'087 CHF | 99.37% | 99.37% |
15.05.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'953 CHF | 509'453 CHF | 98.35% | 98.35% |
14.05.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'313 CHF | 508'813 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'687 CHF | 508'187 CHF | 98.94% | 98.94% |
10.05.2024 | 0.50% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'626 CHF | 506'126 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'510 CHF | 503'010 CHF | 99.36% | 99.36% |
07.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'188 CHF | 499'688 CHF | 94.76% | 94.76% |
06.05.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'823 CHF | 497'323 CHF | 99.37% | 99.37% |
03.05.2024 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'508 CHF | 497'008 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'819 CHF | 498'319 CHF | 99.37% | 99.37% |