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 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 499'461 | 499'461 | 500'959 CHF | 502'958 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 498'332 | 498'332 | 499'816 CHF | 501'812 CHF | 98.61% | 98.61% |
14.05.2024 | 0.40% | 100.20 % | 100.60 % | 500'000 | 500'000 | 499'997 | 499'997 | 501'405 CHF | 503'405 CHF | 98.86% | 98.86% |
13.05.2024 | 0.40% | 100.20 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'304 CHF | 503'304 CHF | 99.66% | 99.66% |
10.05.2024 | 0.40% | 100.30 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 503'500 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 100.20 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'117 CHF | 503'117 CHF | 97.42% | 97.42% |
07.05.2024 | 0.40% | 100.20 % | 100.60 % | 500'000 | 500'000 | 499'863 | 499'863 | 500'863 CHF | 502'862 CHF | 99.77% | 99.77% |
06.05.2024 | 0.40% | 100.10 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'771 CHF | 502'771 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 100.10 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'439 CHF | 502'439 CHF | 99.83% | 99.83% |
02.05.2024 | 0.40% | 100.00 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'089 CHF | 502'089 CHF | 100.00% | 100.00% |