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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'748 CHF | 507'248 CHF | 99.38% | 99.38% |
22.05.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'352 CHF | 506'852 CHF | 99.38% | 99.38% |
21.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'263 CHF | 506'763 CHF | 99.25% | 99.25% |
17.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'598 CHF | 507'098 CHF | 99.37% | 99.37% |
16.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'917 CHF | 509'417 CHF | 99.37% | 99.37% |
15.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'958 CHF | 507'458 CHF | 98.35% | 98.35% |
14.05.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'911 CHF | 506'411 CHF | 99.37% | 99.37% |
13.05.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'935 CHF | 506'435 CHF | 98.94% | 98.94% |
10.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'774 CHF | 507'274 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'416 CHF | 505'916 CHF | 99.36% | 99.36% |