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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'000 CHF | 100.00% | 100.00% |
28.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 506'000 CHF | 100.00% | 100.00% |
27.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'152 CHF | 505'652 CHF | 97.57% | 97.57% |
24.05.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'187 CHF | 504'687 CHF | 100.00% | 100.00% |
23.05.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'513 CHF | 100.00% | 100.00% |
22.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'958 CHF | 506'458 CHF | 100.00% | 100.00% |
21.05.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'263 CHF | 505'763 CHF | 97.19% | 97.19% |
17.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'365 CHF | 505'865 CHF | 100.00% | 100.00% |
16.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'600 CHF | 506'100 CHF | 99.73% | 99.73% |
15.05.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'666 CHF | 505'166 CHF | 99.43% | 99.43% |