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% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'834 CHF | 503'334 CHF | 99.61% | 99.61% |
15.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'345 CHF | 502'845 CHF | 99.42% | 99.42% |
14.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'306 CHF | 503'806 CHF | 98.94% | 98.94% |
13.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'309 CHF | 503'809 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'379 CHF | 503'879 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'458 CHF | 502'008 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'963 CHF | 499'509 CHF | 99.54% | 99.54% |
06.05.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'498 CHF | 497'998 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'316 CHF | 497'816 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'959 CHF | 496'459 CHF | 100.00% | 100.00% |