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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.06.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'286 CHF | 501'786 CHF | 98.83% | 98.83% |
12.06.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'515 CHF | 502'015 CHF | 99.38% | 99.38% |
11.06.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'328 CHF | 501'828 CHF | 99.38% | 99.38% |
10.06.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'405 CHF | 501'905 CHF | 99.37% | 99.37% |
07.06.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'707 CHF | 502'207 CHF | 99.27% | 99.27% |
05.06.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'935 CHF | 502'435 CHF | 99.29% | 99.29% |
04.06.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'843 CHF | 502'343 CHF | 99.33% | 99.33% |
03.06.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'895 CHF | 502'395 CHF | 99.38% | 99.38% |
31.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'727 CHF | 502'227 CHF | 99.02% | 99.02% |
30.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'438 CHF | 501'938 CHF | 99.38% | 99.38% |