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% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'535 CHF | 506'035 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'531 CHF | 506'031 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'785 CHF | 506'285 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'850 CHF | 506'350 CHF | 98.83% | 98.83% |
10.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'786 CHF | 506'286 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'714 CHF | 506'214 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'377 CHF | 505'877 CHF | 97.35% | 97.35% |
06.05.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'432 CHF | 505'932 CHF | 99.37% | 99.37% |
03.05.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'199 CHF | 505'699 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'797 CHF | 504'297 CHF | 99.34% | 99.34% |