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 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'611 CHF | 502'111 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'837 CHF | 502'337 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'942 CHF | 502'442 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'218 CHF | 501'718 CHF | 98.82% | 98.82% |
10.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'574 CHF | 501'074 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'778 CHF | 499'278 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'809 CHF | 496'309 CHF | 97.34% | 97.34% |
06.05.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'400 CHF | 494'900 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'721 CHF | 496'221 CHF | 99.38% | 99.38% |
02.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'247 CHF | 494'747 CHF | 99.34% | 99.34% |