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 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'489 CHF | 502'039 CHF | 99.64% | 99.64% |
15.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'394 CHF | 502'944 CHF | 99.44% | 99.44% |
14.05.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'701 CHF | 503'251 CHF | 98.93% | 98.93% |
13.05.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'135 CHF | 502'685 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'090 CHF | 501'640 CHF | 99.99% | 99.99% |
08.05.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'926 CHF | 500'476 CHF | 98.26% | 98.26% |
07.05.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'711 CHF | 499'257 CHF | 99.42% | 99.42% |
06.05.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'886 CHF | 496'436 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'398 CHF | 495'940 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'625 CHF | 497'172 CHF | 100.00% | 100.00% |