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 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'457 CHF | 504'957 CHF | 99.73% | 99.73% |
15.05.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'321 CHF | 501'821 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'136 CHF | 498'636 CHF | 98.93% | 98.93% |
13.05.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'962 CHF | 498'462 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'875 CHF | 499'375 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'651 CHF | 497'151 CHF | 98.26% | 98.26% |
07.05.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'342 CHF | 497'842 CHF | 99.53% | 99.53% |
06.05.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'745 CHF | 496'245 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'704 CHF | 493'204 CHF | 99.99% | 99.99% |
02.05.2024 | 0.30% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'941 CHF | 493'441 CHF | 100.00% | 100.00% |