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 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'958 CHF | 504'958 CHF | 99.41% | 99.41% |
14.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'301 CHF | 502'301 CHF | 98.95% | 98.95% |
13.05.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'070 CHF | 505'070 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'394 CHF | 505'394 CHF | 99.84% | 99.84% |
08.05.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'846 CHF | 502'846 CHF | 97.91% | 97.91% |
07.05.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'676 CHF | 500'676 CHF | 99.47% | 99.47% |
06.05.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'047 CHF | 501'047 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'506 CHF | 498'247 CHF | 99.99% | 99.99% |
02.05.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 499'922 | 493'638 CHF | 497'560 CHF | 100.00% | 100.00% |
30.04.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'209 CHF | 499'209 CHF | 99.59% | 99.59% |