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 | 0.92% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'588 CHF | 500'172 CHF | 100.00% | 100.00% |
15.05.2024 | 0.96% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'260 CHF | 501'040 CHF | 99.91% | 100.00% |
14.05.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'636 CHF | 500'136 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'686 CHF | 499'186 CHF | 99.42% | 99.42% |
10.05.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'902 CHF | 498'402 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'536 CHF | 498'036 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'792 CHF | 499'292 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 499'983 | 496'058 CHF | 498'541 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'492 CHF | 497'992 CHF | 99.76% | 99.76% |
02.05.2024 | 0.94% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'698 CHF | 499'349 CHF | 100.00% | 100.00% |