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 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 504'500 CHF | 99.60% | 99.60% |
15.05.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'929 CHF | 501'929 CHF | 99.42% | 99.42% |
14.05.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'130 CHF | 501'130 CHF | 98.94% | 98.94% |
13.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 504'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'495 CHF | 504'495 CHF | 99.84% | 99.84% |
08.05.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'963 CHF | 503'963 CHF | 97.91% | 97.91% |
07.05.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'797 CHF | 505'797 CHF | 99.43% | 99.43% |
06.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'572 CHF | 504'572 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'015 CHF | 503'275 CHF | 99.99% | 99.99% |
02.05.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'656 CHF | 501'656 CHF | 100.00% | 100.00% |