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 | 0.20% | 100.90 % | 101.10 % | 500'000 | 500'000 | 499'258 | 499'258 | 503'757 CHF | 504'757 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 101.00 % | 101.20 % | 500'000 | 500'000 | 498'310 | 498'310 | 503'000 CHF | 503'999 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 101.00 % | 101.20 % | 500'000 | 500'000 | 499'998 | 499'998 | 504'592 CHF | 505'592 CHF | 98.94% | 98.94% |
13.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'363 CHF | 503'363 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'081 CHF | 503'081 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'969 CHF | 502'969 CHF | 98.41% | 98.41% |
07.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 499'858 | 499'858 | 501'436 CHF | 502'435 CHF | 99.61% | 99.61% |
06.05.2024 | 0.40% | 100.20 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'214 CHF | 503'214 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 100.20 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'773 CHF | 502'513 CHF | 100.00% | 100.00% |
02.05.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'828 CHF | 501'828 CHF | 99.17% | 99.17% |