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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.40% | 100.20 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 503'000 CHF | 100.00% | 100.00% |
21.05.2024 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 498'264 | 498'264 | 499'538 CHF | 500'536 CHF | 95.42% | 95.42% |
17.05.2024 | 0.20% | 100.20 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'385 CHF | 502'385 CHF | 100.00% | 100.00% |
16.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 499'238 | 499'238 | 501'230 CHF | 502'230 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 498'367 | 498'367 | 499'861 CHF | 501'857 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 499'996 | 499'996 | 501'994 CHF | 502'994 CHF | 98.94% | 98.94% |
13.05.2024 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 502'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 502'500 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 502'500 CHF | 98.41% | 98.41% |
07.05.2024 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 499'790 | 499'790 | 501'289 CHF | 502'289 CHF | 99.61% | 99.61% |