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 | 500'803 CHF | 503'303 CHF | 99.51% | 99.51% |
15.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'914 CHF | 502'414 CHF | 99.44% | 99.44% |
14.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'685 CHF | 503'185 CHF | 98.93% | 98.93% |
13.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'429 CHF | 502'929 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'904 CHF | 502'404 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'139 CHF | 500'639 CHF | 98.15% | 98.15% |
07.05.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'929 CHF | 497'429 CHF | 99.47% | 99.47% |
06.05.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 498'539 | 495'876 CHF | 496'926 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'411 CHF | 497'911 CHF | 99.99% | 99.99% |
02.05.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'084 CHF | 496'584 CHF | 100.00% | 100.00% |