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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 0.50% | 100.61 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'411 CHF | 505'911 CHF | 100.00% | 100.00% |
17.05.2024 | 0.50% | 100.44 % | 100.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'519 CHF | 505'019 CHF | 100.00% | 100.00% |
16.05.2024 | 0.49% | 100.67 % | 101.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'080 CHF | 506'580 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 100.77 % | 101.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'919 CHF | 505'419 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'493 CHF | 502'993 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 100.18 % | 100.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'934 CHF | 503'434 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.08 % | 100.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'900 CHF | 503'400 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.81 % | 100.31 % | 500'000 | 500'000 | 500'000 | 499'975 | 499'286 CHF | 501'760 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 99.66 % | 100.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'908 CHF | 500'408 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 99.02 % | 99.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'788 CHF | 497'288 CHF | 100.00% | 100.00% |