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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 499'908 CHF | 100'482 CHF | 100.00% | 100.00% |
22.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 502'500 CHF | 100.00% | 100.00% |
21.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 CHF | 502'500 CHF | 97.22% | 97.22% |
17.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 502'000 CHF | 100.00% | 100.00% |
16.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'555 CHF | 502'055 CHF | 99.50% | 99.50% |
15.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'660 CHF | 502'160 CHF | 99.43% | 99.43% |
14.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'537 CHF | 502'037 CHF | 98.89% | 98.89% |
13.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'545 CHF | 501'045 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'480 CHF | 501'980 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'826 CHF | 500'326 CHF | 98.15% | 98.15% |