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% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'998 CHF | 502'498 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'250 CHF | 502'750 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'248 CHF | 502'748 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'298 CHF | 502'798 CHF | 98.82% | 98.82% |
10.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 503'000 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'315 CHF | 502'815 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'659 CHF | 503'159 CHF | 97.35% | 97.35% |
06.05.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'750 CHF | 503'250 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'702 CHF | 503'202 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'556 CHF | 503'056 CHF | 99.34% | 99.34% |