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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'655 CHF | 506'655 CHF | 99.43% | 99.43% |
14.05.2024 | 1.00% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'937 CHF | 504'937 CHF | 98.94% | 98.94% |
13.05.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'156 CHF | 500'156 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'660 CHF | 500'660 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'431 CHF | 500'431 CHF | 98.15% | 98.15% |
07.05.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'133 CHF | 498'133 CHF | 99.43% | 99.43% |
06.05.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'447 CHF | 497'447 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'313 CHF | 494'572 CHF | 100.00% | 100.00% |
02.05.2024 | 1.02% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'434 CHF | 494'434 CHF | 100.00% | 100.00% |
30.04.2024 | 0.81% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'349 CHF | 493'349 CHF | 99.23% | 99.23% |