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% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'142 CHF | 505'642 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'338 CHF | 505'838 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'691 CHF | 505'191 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 499'999 | 502'778 CHF | 505'277 CHF | 99.42% | 99.42% |
10.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'112 CHF | 504'612 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'133 CHF | 503'633 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'643 CHF | 504'143 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'763 CHF | 500'263 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'218 CHF | 498'718 CHF | 99.76% | 99.76% |
02.05.2024 | 0.94% | 98.85 % | 99.85 % | 500'000 | 500'000 | 500'000 | 499'984 | 494'904 CHF | 499'539 CHF | 100.00% | 100.00% |