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% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'505 CHF | 506'005 CHF | 99.61% | 99.61% |
15.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'036 CHF | 505'536 CHF | 99.43% | 99.43% |
14.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'711 CHF | 505'211 CHF | 98.92% | 98.92% |
13.05.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'570 CHF | 506'070 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'005 CHF | 505'505 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'284 CHF | 505'784 CHF | 98.15% | 98.15% |
07.05.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'601 CHF | 505'101 CHF | 99.44% | 99.44% |
06.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'864 CHF | 504'364 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'744 CHF | 504'244 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'444 CHF | 503'944 CHF | 100.00% | 100.00% |