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 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'050 CHF | 99.61% | 99.61% |
15.05.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'534 CHF | 503'084 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'050 CHF | 98.95% | 98.95% |
13.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'050 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'050 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'476 CHF | 503'026 CHF | 98.26% | 98.26% |
07.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'046 CHF | 99.54% | 99.54% |
06.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'050 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'367 CHF | 502'910 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'047 CHF | 100.00% | 100.00% |