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% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'831 CHF | 505'331 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'100 CHF | 504'600 CHF | 99.38% | 99.38% |
14.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'836 CHF | 502'336 CHF | 99.39% | 99.39% |
13.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'057 CHF | 501'557 CHF | 98.82% | 98.82% |
10.05.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'287 CHF | 496'787 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'561 CHF | 489'061 CHF | 99.38% | 99.38% |
07.05.2024 | 0.52% | 95.85 % | 96.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'000 CHF | 480'500 CHF | 97.35% | 97.35% |
06.05.2024 | 0.52% | 96.15 % | 96.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'254 CHF | 481'754 CHF | 99.38% | 99.38% |
03.05.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'929 CHF | 481'429 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 95.15 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'056 CHF | 479'556 CHF | 99.35% | 99.35% |