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% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'834 CHF | 503'384 CHF | 99.27% | 99.27% |
15.05.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'770 CHF | 503'320 CHF | 99.44% | 99.44% |
14.05.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'948 CHF | 502'498 CHF | 98.94% | 98.94% |
13.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'575 CHF | 503'125 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'512 CHF | 503'062 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'565 CHF | 503'115 CHF | 97.99% | 97.99% |
07.05.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'177 CHF | 500'723 CHF | 99.43% | 99.43% |
06.05.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'573 CHF | 501'123 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'989 CHF | 499'531 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'925 CHF | 498'472 CHF | 100.00% | 100.00% |