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% | 101.68 % | 102.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'568 CHF | 510'068 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 101.61 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'875 CHF | 509'375 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 101.42 % | 101.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'849 CHF | 508'349 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'115 CHF | 505'615 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 100.47 % | 100.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'411 CHF | 507'911 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 101.37 % | 101.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'764 CHF | 509'264 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 101.19 % | 101.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'163 CHF | 507'663 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 101.02 % | 101.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'736 CHF | 507'236 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.42 % | 100.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'688 CHF | 506'188 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 100.69 % | 101.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'855 CHF | 505'355 CHF | 100.00% | 100.00% |