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% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'880 CHF | 509'380 CHF | 99.61% | 99.61% |
15.05.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'141 CHF | 509'641 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'812 CHF | 507'312 CHF | 98.95% | 98.95% |
13.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'700 CHF | 507'200 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'509 CHF | 509'009 CHF | 99.99% | 99.99% |
08.05.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'238 CHF | 507'738 CHF | 98.15% | 98.15% |
07.05.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'587 CHF | 508'087 CHF | 99.44% | 99.44% |
06.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'606 CHF | 506'106 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'683 CHF | 505'183 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'992 CHF | 502'492 CHF | 99.99% | 99.99% |