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% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'649 CHF | 503'149 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'723 CHF | 503'223 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'118 CHF | 502'618 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'748 CHF | 502'248 CHF | 98.82% | 98.82% |
10.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'374 CHF | 501'874 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'103 CHF | 500'603 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'467 CHF | 500'967 CHF | 97.35% | 97.35% |
06.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'263 CHF | 499'763 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'384 CHF | 498'884 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'320 CHF | 497'820 CHF | 99.34% | 99.34% |