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% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'386 CHF | 504'886 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'909 CHF | 504'409 CHF | 98.97% | 98.97% |
14.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'230 CHF | 505'730 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'450 CHF | 505'950 CHF | 98.83% | 98.83% |
10.05.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'169 CHF | 504'669 CHF | 99.22% | 99.22% |
08.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'443 CHF | 501'943 CHF | 99.05% | 99.05% |
07.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'889 CHF | 503'389 CHF | 97.38% | 97.38% |
06.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'776 CHF | 502'276 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'132 CHF | 502'632 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'036 CHF | 497'536 CHF | 99.34% | 99.34% |