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% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'642 CHF | 501'142 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'788 CHF | 501'288 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'279 CHF | 500'779 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'747 CHF | 500'247 CHF | 99.42% | 99.42% |
10.05.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'812 CHF | 500'312 CHF | 99.90% | 99.90% |
08.05.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'909 CHF | 499'409 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'602 CHF | 497'102 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'446 CHF | 496'946 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'531 CHF | 497'031 CHF | 99.90% | 99.90% |
02.05.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'053 CHF | 495'553 CHF | 100.00% | 100.00% |