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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'991 CHF | 501'491 CHF | 99.38% | 99.38% |
28.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'496 CHF | 502'996 CHF | 99.38% | 99.38% |
27.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'528 CHF | 503'028 CHF | 99.36% | 99.36% |
24.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'635 CHF | 503'135 CHF | 99.37% | 99.37% |
23.05.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'061 CHF | 503'561 CHF | 99.38% | 99.38% |
22.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'271 CHF | 502'771 CHF | 99.38% | 99.38% |
21.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'261 CHF | 501'761 CHF | 99.28% | 99.28% |
17.05.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'070 CHF | 502'570 CHF | 99.21% | 99.21% |
16.05.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'775 CHF | 502'275 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'053 CHF | 502'553 CHF | 99.38% | 99.38% |