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 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'217 CHF | 505'717 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'417 CHF | 506'917 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'571 CHF | 506'071 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'980 CHF | 505'480 CHF | 98.82% | 98.82% |
10.05.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'950 CHF | 507'450 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'437 CHF | 505'937 CHF | 99.38% | 99.38% |
07.05.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'094 CHF | 506'594 CHF | 97.39% | 97.39% |
06.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'177 CHF | 503'677 CHF | 99.37% | 99.37% |
03.05.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'270 CHF | 505'770 CHF | 99.38% | 99.38% |
02.05.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'960 CHF | 509'460 CHF | 99.33% | 99.33% |