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 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'015 CHF | 504'515 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'535 CHF | 504'035 CHF | 98.95% | 98.95% |
13.05.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'000 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'996 CHF | 504'496 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'000 CHF | 98.26% | 98.26% |
07.05.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'950 CHF | 504'450 CHF | 99.44% | 99.44% |
06.05.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'997 CHF | 503'497 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'679 CHF | 503'179 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'980 CHF | 502'480 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'500 CHF | 99.23% | 99.23% |