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% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'136 CHF | 503'636 CHF | 99.30% | 99.30% |
15.05.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'963 CHF | 505'463 CHF | 99.37% | 99.37% |
14.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'205 CHF | 504'705 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'014 CHF | 504'514 CHF | 98.65% | 98.65% |
10.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'913 CHF | 504'413 CHF | 99.36% | 99.36% |
08.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'212 CHF | 501'712 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'620 CHF | 501'120 CHF | 99.38% | 99.38% |
06.05.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'369 CHF | 499'869 CHF | 99.36% | 99.36% |
03.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'052 CHF | 500'552 CHF | 99.37% | 99.37% |
02.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'229 CHF | 501'729 CHF | 99.38% | 99.38% |