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 | 0.80% | 99.60 % | 100.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 498'000 CHF | 100'400 CHF | 99.51% | 99.51% |
15.05.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 498'000 CHF | 100'600 CHF | 99.41% | 99.41% |
14.05.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 498'876 CHF | 100'775 CHF | 98.95% | 98.95% |
13.05.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 499'500 CHF | 100'700 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 503'500 CHF | 99.84% | 99.84% |
08.05.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 CHF | 504'000 CHF | 98.15% | 98.15% |
07.05.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'500 CHF | 503'500 CHF | 99.55% | 99.55% |
06.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'269 CHF | 503'269 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'870 CHF | 503'130 CHF | 100.00% | 100.00% |
02.05.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'914 CHF | 503'914 CHF | 100.00% | 100.00% |