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 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'126 CHF | 500'626 CHF | 100.00% | 100.00% |
16.05.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'245 CHF | 499'745 CHF | 99.50% | 99.50% |
15.05.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'082 CHF | 500'582 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'613 CHF | 501'113 CHF | 98.93% | 98.93% |
13.05.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'642 CHF | 502'142 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'639 CHF | 502'139 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'640 CHF | 499'140 CHF | 98.15% | 98.15% |
07.05.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'592 CHF | 499'092 CHF | 99.43% | 99.43% |
06.05.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'384 CHF | 497'884 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'205 CHF | 496'705 CHF | 100.00% | 100.00% |