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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'242 CHF | 504'742 CHF | 99.38% | 99.38% |
22.05.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'202 CHF | 506'702 CHF | 99.37% | 99.37% |
21.05.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'497 CHF | 507'997 CHF | 99.25% | 99.25% |
17.05.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'777 CHF | 508'277 CHF | 99.38% | 99.38% |
16.05.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'222 CHF | 507'722 CHF | 99.38% | 99.38% |
15.05.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'427 CHF | 506'927 CHF | 98.35% | 98.35% |
14.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'880 CHF | 507'380 CHF | 99.38% | 99.38% |
13.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'771 CHF | 507'271 CHF | 98.94% | 98.94% |
10.05.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'154 CHF | 506'654 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'752 CHF | 504'252 CHF | 99.36% | 99.36% |