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 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'645 CHF | 503'645 CHF | 99.62% | 99.62% |
15.05.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'805 CHF | 503'805 CHF | 99.42% | 99.42% |
14.05.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'715 CHF | 501'715 CHF | 98.95% | 98.95% |
13.05.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'073 CHF | 500'073 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'728 CHF | 499'728 CHF | 99.84% | 99.84% |
08.05.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'921 CHF | 497'921 CHF | 98.15% | 98.15% |
07.05.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'328 CHF | 496'328 CHF | 99.43% | 99.43% |
06.05.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'586 CHF | 493'586 CHF | 100.00% | 100.00% |
03.05.2024 | 0.87% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'876 CHF | 491'136 CHF | 100.00% | 100.00% |
02.05.2024 | 1.03% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'367 CHF | 489'367 CHF | 100.00% | 100.00% |