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 | 0.80% | 99.68 % | 100.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'439 CHF | 502'439 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.54 % | 100.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'410 CHF | 501'410 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.39 % | 100.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'748 CHF | 500'748 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.41 % | 100.21 % | 500'000 | 500'000 | 499'957 | 500'000 | 496'994 CHF | 501'036 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'229 CHF | 501'229 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.41 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'121 CHF | 501'121 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.42 % | 100.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'704 CHF | 500'704 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.27 % | 100.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'284 CHF | 500'284 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.19 % | 99.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'689 CHF | 499'689 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 99.09 % | 99.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'900 CHF | 499'900 CHF | 100.00% | 100.00% |