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% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'870 CHF | 504'370 CHF | 99.50% | 99.50% |
15.05.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'947 CHF | 504'497 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'689 CHF | 504'239 CHF | 98.93% | 98.93% |
13.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'380 CHF | 502'880 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'186 CHF | 504'686 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 499'030 | 499'431 CHF | 500'009 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'653 CHF | 500'199 CHF | 99.44% | 99.44% |
06.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'255 CHF | 500'755 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'577 CHF | 500'830 CHF | 99.99% | 99.99% |
02.05.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'620 CHF | 497'166 CHF | 100.00% | 100.00% |