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% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'162 CHF | 504'662 CHF | 99.62% | 99.62% |
15.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'621 CHF | 503'121 CHF | 99.44% | 99.44% |
14.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'325 CHF | 501'825 CHF | 98.96% | 98.96% |
13.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'881 CHF | 501'381 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'328 CHF | 497'828 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'150 CHF | 491'700 CHF | 98.15% | 98.15% |
07.05.2024 | 0.32% | 97.20 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'416 CHF | 485'962 CHF | 99.53% | 99.53% |
06.05.2024 | 0.52% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'712 CHF | 486'212 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'436 CHF | 485'936 CHF | 100.00% | 100.00% |
02.05.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'932 CHF | 483'432 CHF | 100.00% | 100.00% |