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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.50% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'658 CHF | 505'158 CHF | 100.00% | 100.00% |
23.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'190 CHF | 504'690 CHF | 100.00% | 100.00% |
22.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'042 CHF | 504'542 CHF | 100.00% | 100.00% |
21.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 499'636 | 501'998 CHF | 504'131 CHF | 96.65% | 96.65% |
17.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'752 CHF | 505'252 CHF | 100.00% | 100.00% |
16.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'835 CHF | 506'335 CHF | 97.78% | 97.78% |
15.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'035 CHF | 507'535 CHF | 99.42% | 99.42% |
14.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'475 CHF | 502'975 CHF | 98.89% | 98.89% |
13.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'015 CHF | 504'515 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'269 CHF | 504'769 CHF | 100.00% | 100.00% |