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 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'550 CHF | 99.39% | 99.39% |
15.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'550 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'550 CHF | 98.93% | 98.93% |
13.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'550 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'050 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'050 CHF | 98.11% | 98.11% |
07.05.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'046 CHF | 99.43% | 99.43% |
06.05.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'050 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'542 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'547 CHF | 100.00% | 100.00% |