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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'021 CHF | 501'521 CHF | 84.39% | 84.39% |
22.05.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'120 CHF | 501'620 CHF | 100.00% | 100.00% |
21.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'204 CHF | 501'704 CHF | 99.84% | 99.84% |
17.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'128 CHF | 502'628 CHF | 100.00% | 100.00% |
16.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'642 CHF | 501'142 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'788 CHF | 501'288 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'279 CHF | 500'779 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'747 CHF | 500'247 CHF | 99.42% | 99.42% |
10.05.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'812 CHF | 500'312 CHF | 99.90% | 99.90% |
08.05.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'909 CHF | 499'409 CHF | 100.00% | 100.00% |