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 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 511'500 CHF | 99.27% | 99.27% |
15.05.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 511'500 CHF | 99.43% | 99.43% |
14.05.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 511'500 CHF | 98.96% | 98.96% |
13.05.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 511'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 511'500 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 511'500 CHF | 98.11% | 98.11% |
07.05.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 511'500 CHF | 99.44% | 99.44% |
06.05.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'383 CHF | 511'883 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 511'500 CHF | 100.00% | 100.00% |
02.05.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'000 CHF | 511'500 CHF | 100.00% | 100.00% |