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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'443 CHF | 505'943 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'746 CHF | 505'246 CHF | 99.90% | 99.90% |
13.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'692 CHF | 505'192 CHF | 99.42% | 99.42% |
10.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'480 CHF | 504'980 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'370 CHF | 504'870 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'106 CHF | 504'606 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'006 CHF | 504'506 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'858 CHF | 504'358 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'296 CHF | 503'796 CHF | 100.00% | 100.00% |
30.04.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'398 CHF | 503'898 CHF | 95.84% | 95.84% |