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 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 501'500 CHF | 99.62% | 99.62% |
15.05.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 502'000 CHF | 99.44% | 99.44% |
14.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 502'500 CHF | 98.93% | 98.93% |
13.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'496 CHF | 501'996 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'384 CHF | 501'884 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 501'000 CHF | 98.15% | 98.15% |
07.05.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 501'000 CHF | 99.53% | 99.53% |
06.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 CHF | 501'500 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'130 CHF | 501'370 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 501'000 CHF | 100.00% | 100.00% |