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% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'790 CHF | 500'290 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'919 CHF | 500'419 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'592 CHF | 500'092 CHF | 99.39% | 99.39% |
13.05.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'115 CHF | 499'615 CHF | 98.82% | 98.82% |
10.05.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'129 CHF | 499'629 CHF | 99.38% | 99.38% |
08.05.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'506 CHF | 499'006 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'880 CHF | 498'380 CHF | 97.36% | 97.36% |
06.05.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'231 CHF | 498'731 CHF | 99.38% | 99.38% |
03.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'837 CHF | 501'337 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'011 CHF | 500'511 CHF | 99.34% | 99.34% |