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% | 99.35 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'843 CHF | 500'843 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 99.27 % | 100.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'040 CHF | 500'040 CHF | 100.00% | 100.00% |
14.05.2024 | 0.80% | 99.14 % | 99.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'577 CHF | 499'577 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 99.14 % | 99.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'742 CHF | 499'742 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.14 % | 99.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'170 CHF | 500'170 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.28 % | 100.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'390 CHF | 500'390 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 99.26 % | 100.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'958 CHF | 499'958 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 99.16 % | 99.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'837 CHF | 499'837 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.11 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'350 CHF | 499'350 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 99.03 % | 99.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'563 CHF | 499'563 CHF | 100.00% | 100.00% |