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% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'223 CHF | 503'773 CHF | 99.29% | 99.29% |
15.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'078 CHF | 503'628 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'438 CHF | 501'988 CHF | 98.94% | 98.94% |
13.05.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'428 CHF | 500'978 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'724 CHF | 500'274 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'096 CHF | 499'646 CHF | 98.11% | 98.11% |
07.05.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'033 CHF | 499'579 CHF | 99.44% | 99.44% |
06.05.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'351 CHF | 497'901 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'304 CHF | 497'846 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'899 CHF | 497'446 CHF | 100.00% | 100.00% |