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 | 1.00% | 99.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 504'500 CHF | 99.61% | 99.61% |
15.05.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'841 CHF | 503'841 CHF | 98.28% | 98.28% |
14.05.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'490 CHF | 503'490 CHF | 98.92% | 98.92% |
13.05.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 CHF | 504'000 CHF | 99.66% | 99.66% |
10.05.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 CHF | 504'000 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'864 CHF | 502'864 CHF | 97.31% | 97.31% |
07.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'647 CHF | 502'647 CHF | 99.61% | 99.61% |
06.05.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'378 CHF | 502'378 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'310 CHF | 501'050 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'021 CHF | 500'021 CHF | 98.11% | 98.11% |