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 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'928 CHF | 510'428 CHF | 99.50% | 99.50% |
15.05.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'162 CHF | 510'662 CHF | 99.42% | 99.42% |
14.05.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'437 CHF | 509'937 CHF | 98.89% | 98.89% |
13.05.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'421 CHF | 509'921 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'568 CHF | 510'068 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'458 CHF | 507'958 CHF | 98.15% | 98.15% |
07.05.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'793 CHF | 510'293 CHF | 99.54% | 99.54% |
06.05.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'801 CHF | 508'301 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'504 CHF | 509'264 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'510 CHF | 508'010 CHF | 99.99% | 99.99% |