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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.49% | 100.99 % | 101.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'540 CHF | 508'040 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 101.27 % | 101.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'836 CHF | 507'336 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'362 CHF | 503'862 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 99.74 % | 100.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'934 CHF | 501'434 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.93 % | 100.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'811 CHF | 501'311 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 98.77 % | 99.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'299 CHF | 495'799 CHF | 100.00% | 100.00% |
07.05.2024 | 0.51% | 98.64 % | 99.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'476 CHF | 494'976 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'377 CHF | 492'877 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 98.08 % | 98.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'632 CHF | 493'132 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 97.96 % | 98.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'293 CHF | 492'793 CHF | 100.00% | 100.00% |