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 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'459 CHF | 503'959 CHF | 99.49% | 99.49% |
15.05.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'151 CHF | 503'651 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'421 CHF | 501'921 CHF | 98.90% | 98.90% |
13.05.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'503 CHF | 501'003 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'189 CHF | 500'689 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'614 CHF | 500'114 CHF | 98.15% | 98.15% |
07.05.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'197 CHF | 499'697 CHF | 99.44% | 99.44% |
06.05.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'508 CHF | 497'008 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'848 CHF | 496'348 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'532 CHF | 501'032 CHF | 100.00% | 100.00% |