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% | 100.40 % | 100.60 % | 500'000 | 500'000 | 499'105 | 499'105 | 501'101 CHF | 502'100 CHF | 99.88% | 99.88% |
15.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 498'310 | 498'310 | 500'381 CHF | 501'380 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 499'882 | 499'882 | 501'882 CHF | 502'882 CHF | 99.03% | 99.03% |
13.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'000 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'000 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 499'991 | 499'991 | 501'604 CHF | 503'604 CHF | 98.11% | 98.11% |
07.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 499'922 | 499'922 | 502'324 CHF | 503'324 CHF | 99.57% | 99.57% |
06.05.2024 | 0.40% | 100.40 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 504'000 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 100.40 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 504'000 CHF | 100.00% | 100.00% |
02.05.2024 | 0.40% | 100.40 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 504'000 CHF | 100.00% | 100.00% |