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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'532 CHF | 504'032 CHF | 99.43% | 99.43% |
14.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'898 CHF | 503'398 CHF | 98.90% | 98.90% |
13.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'394 CHF | 504'894 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'130 CHF | 505'630 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'275 CHF | 504'775 CHF | 98.15% | 98.15% |
07.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'453 CHF | 503'953 CHF | 99.44% | 99.44% |
06.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'008 CHF | 503'508 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'425 CHF | 502'925 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'677 CHF | 502'177 CHF | 99.99% | 99.99% |
30.04.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'108 CHF | 502'608 CHF | 99.22% | 99.22% |