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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.60% | 100.76 % | 101.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'504 CHF | 505'504 CHF | 100.00% | 100.00% |
14.05.2024 | 0.60% | 100.25 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'392 CHF | 503'392 CHF | 100.00% | 100.00% |
13.05.2024 | 0.60% | 100.08 % | 100.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'304 CHF | 503'304 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 99.93 % | 100.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'140 CHF | 503'140 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 99.71 % | 100.31 % | 500'000 | 500'000 | 500'000 | 499'961 | 498'191 CHF | 501'152 CHF | 100.00% | 100.00% |
07.05.2024 | 0.60% | 99.41 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'800 CHF | 498'800 CHF | 100.00% | 100.00% |
06.05.2024 | 0.61% | 98.62 % | 99.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'418 CHF | 496'418 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 98.40 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'014 CHF | 495'014 CHF | 100.00% | 100.00% |
02.05.2024 | 0.61% | 98.20 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'800 CHF | 494'800 CHF | 100.00% | 100.00% |
30.04.2024 | 0.61% | 98.45 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'018 CHF | 496'018 CHF | 100.00% | 100.00% |