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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'343 CHF | 501'843 CHF | 99.22% | 99.22% |
16.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'124 CHF | 501'624 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'918 CHF | 502'418 CHF | 99.37% | 99.37% |
14.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'082 CHF | 502'582 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'314 CHF | 502'814 CHF | 98.65% | 98.65% |
10.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'724 CHF | 503'224 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'542 CHF | 503'042 CHF | 99.37% | 99.37% |
07.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'955 CHF | 503'455 CHF | 99.37% | 99.37% |
06.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'332 CHF | 502'832 CHF | 99.37% | 99.37% |
03.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'965 CHF | 502'465 CHF | 99.37% | 99.37% |