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 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'050 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'757 CHF | 504'307 CHF | 98.94% | 98.94% |
13.05.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'324 CHF | 502'874 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'406 CHF | 502'956 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'003 CHF | 502'553 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'279 CHF | 502'825 CHF | 99.44% | 99.44% |
06.05.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 502'550 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'890 CHF | 502'432 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'733 CHF | 501'280 CHF | 100.00% | 100.00% |
30.04.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'326 CHF | 501'876 CHF | 99.23% | 99.23% |