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% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'474 CHF | 500'974 CHF | 99.38% | 99.38% |
23.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'271 CHF | 500'771 CHF | 99.38% | 99.38% |
22.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'961 CHF | 500'461 CHF | 99.37% | 99.37% |
21.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'589 CHF | 501'089 CHF | 99.28% | 99.28% |
17.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'942 CHF | 501'442 CHF | 99.21% | 99.21% |
16.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'431 CHF | 502'931 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'626 CHF | 503'126 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'709 CHF | 500'209 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'081 CHF | 501'581 CHF | 98.65% | 98.65% |
10.05.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'942 CHF | 502'442 CHF | 99.37% | 99.37% |