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 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'181 CHF | 499'681 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'102 CHF | 501'602 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'794 CHF | 502'294 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'688 CHF | 502'188 CHF | 98.65% | 98.65% |
10.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'596 CHF | 501'096 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'694 CHF | 498'194 CHF | 99.37% | 99.37% |
07.05.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'693 CHF | 498'193 CHF | 99.38% | 99.38% |
06.05.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'299 CHF | 496'799 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'713 CHF | 494'213 CHF | 99.36% | 99.36% |
02.05.2024 | 0.51% | 97.70 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'752 CHF | 491'252 CHF | 99.38% | 99.38% |