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 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'926 CHF | 503'476 CHF | 99.50% | 99.50% |
15.05.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'550 CHF | 99.43% | 99.43% |
14.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'132 CHF | 503'632 CHF | 98.90% | 98.90% |
13.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 503'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'067 CHF | 503'567 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'050 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'046 CHF | 99.55% | 99.55% |
06.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'444 CHF | 503'944 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'047 CHF | 503'301 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'004 CHF | 502'550 CHF | 100.00% | 100.00% |