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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.04.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'534 CHF | 502'034 CHF | 100.00% | 100.00% |
24.04.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'982 CHF | 502'482 CHF | 99.73% | 99.73% |
23.04.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 502'500 CHF | 100.00% | 100.00% |
22.04.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 502'500 CHF | 100.00% | 100.00% |
19.04.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 498'779 | 500'000 | 498'280 CHF | 502'000 CHF | 100.00% | 100.00% |
18.04.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 502'000 CHF | 100.00% | 100.00% |
17.04.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'426 CHF | 501'926 CHF | 99.38% | 99.38% |
16.04.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'346 CHF | 501'846 CHF | 99.57% | 99.57% |
15.04.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'837 CHF | 502'337 CHF | 99.82% | 99.82% |
12.04.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'995 CHF | 502'495 CHF | 100.00% | 100.00% |