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% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'913 CHF | 502'913 CHF | 99.61% | 99.61% |
15.05.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'169 CHF | 503'169 CHF | 99.43% | 99.43% |
14.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'755 CHF | 502'755 CHF | 98.94% | 98.94% |
13.05.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'319 CHF | 502'319 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'712 CHF | 501'712 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'393 CHF | 501'393 CHF | 98.15% | 98.15% |
07.05.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'173 CHF | 501'173 CHF | 99.44% | 99.44% |
06.05.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'912 CHF | 500'912 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'397 CHF | 499'397 CHF | 100.00% | 100.00% |
02.05.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'870 CHF | 498'870 CHF | 100.00% | 100.00% |