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% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'000 CHF | 501'500 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 502'000 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 502'000 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'750 CHF | 502'250 CHF | 98.65% | 98.65% |
10.05.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 499'976 | 499'750 CHF | 502'226 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'803 CHF | 502'303 CHF | 99.38% | 99.38% |
07.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'237 CHF | 502'737 CHF | 99.37% | 99.37% |
06.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'472 CHF | 502'972 CHF | 99.37% | 99.37% |
03.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 503'000 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'428 CHF | 502'928 CHF | 99.37% | 99.37% |