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 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'530 CHF | 505'030 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'464 CHF | 504'964 CHF | 98.35% | 98.35% |
14.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'478 CHF | 504'978 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'095 CHF | 504'595 CHF | 98.95% | 98.95% |
10.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'085 CHF | 504'585 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'175 CHF | 503'675 CHF | 99.37% | 99.37% |
07.05.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'342 CHF | 502'842 CHF | 94.76% | 94.76% |
06.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'195 CHF | 503'695 CHF | 99.37% | 99.37% |
03.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'436 CHF | 502'936 CHF | 99.37% | 99.37% |
02.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'122 CHF | 501'622 CHF | 99.38% | 99.38% |