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% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'512 CHF | 503'012 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'735 CHF | 502'235 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'968 CHF | 501'468 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'978 CHF | 501'478 CHF | 99.42% | 99.42% |
10.05.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'828 CHF | 501'328 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'026 CHF | 500'526 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'985 CHF | 500'485 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'860 CHF | 500'360 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'818 CHF | 500'318 CHF | 99.75% | 99.75% |
02.05.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'470 CHF | 499'970 CHF | 100.00% | 100.00% |