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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'000 CHF | 100'500 CHF | 100.00% | 100.00% |
23.05.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'994 CHF | 100'501 CHF | 100.00% | 100.00% |
22.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 503'500 CHF | 100.00% | 100.00% |
21.05.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'000 CHF | 96.67% | 96.67% |
17.05.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'000 CHF | 100.00% | 100.00% |
16.05.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'500 CHF | 99.31% | 99.31% |
15.05.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'500 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'500 CHF | 98.97% | 98.97% |
13.05.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'000 CHF | 100.00% | 100.00% |