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% | 100.50 % | 100.70 % | 500'000 | 500'000 | 499'519 | 499'519 | 502'016 CHF | 503'016 CHF | 99.90% | 99.90% |
15.05.2024 | 0.20% | 100.50 % | 100.70 % | 500'000 | 500'000 | 498'312 | 498'312 | 500'792 CHF | 501'790 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 499'899 | 499'899 | 501'980 CHF | 502'980 CHF | 99.04% | 99.04% |
13.05.2024 | 0.20% | 100.50 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'319 CHF | 503'319 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 100.50 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 503'500 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 100.50 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 503'500 CHF | 98.26% | 98.26% |
07.05.2024 | 0.20% | 100.50 % | 100.70 % | 500'000 | 500'000 | 499'907 | 499'907 | 502'407 CHF | 503'407 CHF | 99.59% | 99.59% |
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 | 501'716 CHF | 503'716 CHF | 100.00% | 100.00% |
02.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'902 CHF | 503'902 CHF | 100.00% | 100.00% |