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% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'012 CHF | 502'562 CHF | 99.61% | 99.61% |
15.05.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'271 CHF | 501'821 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'738 CHF | 502'288 CHF | 98.82% | 98.82% |
13.05.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'319 CHF | 499'869 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'019 CHF | 499'569 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'365 CHF | 497'915 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'163 CHF | 497'709 CHF | 99.44% | 99.44% |
06.05.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'785 CHF | 497'335 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'280 CHF | 496'823 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'402 CHF | 495'949 CHF | 99.17% | 99.17% |