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% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'584 CHF | 504'084 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'081 CHF | 503'581 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'069 CHF | 500'569 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'744 CHF | 501'244 CHF | 98.82% | 98.82% |
10.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'954 CHF | 502'454 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'176 CHF | 501'676 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'109 CHF | 500'609 CHF | 97.35% | 97.35% |
06.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'105 CHF | 500'605 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'081 CHF | 500'581 CHF | 99.36% | 99.36% |
02.05.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'385 CHF | 499'885 CHF | 99.34% | 99.34% |