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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.40% | 99.90 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 501'500 CHF | 100.00% | 100.00% |
22.05.2024 | 0.40% | 99.90 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 501'500 CHF | 100.00% | 100.00% |
21.05.2024 | 0.40% | 99.90 % | 100.30 % | 500'000 | 500'000 | 498'309 | 498'309 | 497'810 CHF | 499'805 CHF | 96.58% | 96.58% |
17.05.2024 | 0.40% | 99.90 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 501'500 CHF | 100.00% | 100.00% |
16.05.2024 | 0.40% | 99.90 % | 100.30 % | 500'000 | 500'000 | 499'461 | 499'461 | 498'962 CHF | 500'960 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 99.90 % | 100.30 % | 500'000 | 500'000 | 498'331 | 498'331 | 497'832 CHF | 499'827 CHF | 98.61% | 98.61% |
14.05.2024 | 0.40% | 99.90 % | 100.30 % | 500'000 | 500'000 | 499'998 | 499'998 | 499'498 CHF | 501'498 CHF | 98.85% | 98.85% |
13.05.2024 | 0.40% | 99.90 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 501'500 CHF | 99.66% | 99.66% |
10.05.2024 | 0.40% | 99.90 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 501'500 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 99.90 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 501'500 CHF | 97.42% | 97.42% |