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% | 100.42 % | 100.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'083 CHF | 504'583 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'919 CHF | 504'419 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 100.37 % | 100.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'820 CHF | 504'320 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 100.33 % | 100.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'793 CHF | 504'293 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'642 CHF | 504'142 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 100.23 % | 100.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'996 CHF | 503'496 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 101.03 % | 101.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'109 CHF | 507'609 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 100.99 % | 101.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'867 CHF | 507'367 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 100.92 % | 101.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'716 CHF | 507'216 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 100.91 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'837 CHF | 507'337 CHF | 100.00% | 100.00% |