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 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 499'264 | 499'264 | 500'761 CHF | 502'759 CHF | 98.20% | 98.20% |
15.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 498'356 | 498'356 | 499'850 CHF | 501'845 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 499'868 | 499'868 | 501'367 CHF | 503'367 CHF | 99.04% | 99.04% |
13.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'500 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'500 CHF | 98.26% | 98.26% |
07.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 499'794 | 499'794 | 501'293 CHF | 503'292 CHF | 99.61% | 99.61% |
06.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'500 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'500 CHF | 100.00% | 100.00% |
02.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'496 CHF | 503'496 CHF | 100.00% | 100.00% |