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% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'598 CHF | 505'098 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'313 CHF | 503'813 CHF | 99.37% | 99.37% |
14.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'175 CHF | 502'675 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'658 CHF | 503'158 CHF | 98.65% | 98.65% |
10.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'778 CHF | 503'278 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'409 CHF | 500'909 CHF | 99.37% | 99.37% |
07.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'848 CHF | 501'348 CHF | 99.38% | 99.38% |
06.05.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'182 CHF | 498'682 CHF | 99.37% | 99.37% |
03.05.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'861 CHF | 497'361 CHF | 99.37% | 99.37% |
02.05.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'704 CHF | 494'204 CHF | 99.38% | 99.38% |