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% | 100.12 % | 100.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'517 CHF | 503'017 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'433 CHF | 502'933 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 100.07 % | 100.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'276 CHF | 502'776 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 100.07 % | 100.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'207 CHF | 502'707 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.07 % | 100.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'388 CHF | 502'888 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 100.08 % | 100.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'371 CHF | 502'871 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 101.62 % | 102.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'234 CHF | 510'734 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 101.68 % | 102.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'894 CHF | 510'394 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 101.52 % | 102.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'489 CHF | 509'989 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 101.46 % | 101.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'407 CHF | 509'907 CHF | 100.00% | 100.00% |