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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'640 CHF | 506'140 CHF | 100.00% | 100.00% |
16.05.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'390 CHF | 503'890 CHF | 99.63% | 99.63% |
15.05.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'404 CHF | 505'904 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'196 CHF | 506'696 CHF | 98.93% | 98.93% |
13.05.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'998 CHF | 506'498 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'061 CHF | 505'561 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'465 CHF | 502'965 CHF | 98.26% | 98.26% |
07.05.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'010 CHF | 502'510 CHF | 99.44% | 99.44% |
06.05.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'416 CHF | 501'916 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'613 CHF | 500'113 CHF | 100.00% | 100.00% |