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 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 499'250 | 499'250 | 500'751 CHF | 501'750 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 498'305 | 498'305 | 500'138 CHF | 501'136 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 499'986 | 499'986 | 501'735 CHF | 502'735 CHF | 98.95% | 98.95% |
13.05.2024 | 0.20% | 100.00 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'164 CHF | 501'164 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 100.00 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'999 CHF | 500'999 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 99.90 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'841 CHF | 500'841 CHF | 98.26% | 98.26% |
07.05.2024 | 0.20% | 100.00 % | 100.20 % | 500'000 | 500'000 | 499'907 | 499'907 | 499'461 CHF | 500'461 CHF | 99.48% | 99.48% |
06.05.2024 | 0.40% | 99.80 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'930 CHF | 500'930 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 99.70 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'323 CHF | 500'064 CHF | 99.95% | 99.95% |
02.05.2024 | 0.20% | 99.60 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'382 CHF | 499'382 CHF | 99.17% | 99.17% |