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% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'227 CHF | 502'727 CHF | 99.50% | 99.50% |
15.05.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'144 CHF | 501'644 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'333 CHF | 501'833 CHF | 98.88% | 98.88% |
13.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'122 CHF | 501'622 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'756 CHF | 503'256 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'017 CHF | 500'517 CHF | 98.15% | 98.15% |
07.05.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'492 CHF | 499'992 CHF | 99.44% | 99.44% |
06.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'021 CHF | 500'521 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'614 CHF | 501'854 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'706 CHF | 498'206 CHF | 100.00% | 100.00% |