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 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'500 CHF | 502'500 CHF | 99.62% | 99.62% |
15.05.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'686 CHF | 501'686 CHF | 99.44% | 99.44% |
14.05.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'445 CHF | 502'445 CHF | 98.96% | 98.96% |
13.05.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'000 CHF | 502'000 CHF | 99.80% | 99.80% |
10.05.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'975 CHF | 501'975 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'000 CHF | 501'000 CHF | 98.26% | 98.26% |
07.05.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'634 CHF | 501'634 CHF | 99.88% | 99.88% |
06.05.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'850 CHF | 501'850 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'997 CHF | 500'737 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'999 CHF | 499'999 CHF | 100.00% | 100.00% |