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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'850 CHF | 504'350 CHF | 99.37% | 99.37% |
28.05.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'460 CHF | 504'960 CHF | 99.39% | 99.39% |
27.05.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'195 CHF | 504'695 CHF | 99.37% | 99.37% |
24.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'621 CHF | 504'121 CHF | 99.36% | 99.36% |
23.05.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'066 CHF | 504'566 CHF | 99.35% | 99.35% |
22.05.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'056 CHF | 504'556 CHF | 98.56% | 98.56% |
21.05.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'534 CHF | 507'034 CHF | 99.27% | 99.27% |
17.05.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'596 CHF | 505'096 CHF | 99.38% | 99.38% |
16.05.2024 | 0.49% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'007 CHF | 506'507 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'945 CHF | 507'445 CHF | 99.38% | 99.38% |