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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'704 CHF | 503'204 CHF | 99.43% | 99.43% |
14.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'208 CHF | 499'708 CHF | 98.93% | 98.93% |
13.05.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'270 CHF | 493'770 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 499'731 | 491'915 CHF | 494'150 CHF | 99.99% | 99.99% |
08.05.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'954 CHF | 494'454 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 98.30 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'474 CHF | 490'974 CHF | 99.43% | 99.43% |
06.05.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 499'986 | 486'485 CHF | 488'971 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'329 CHF | 485'829 CHF | 100.00% | 100.00% |
02.05.2024 | 0.52% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'433 CHF | 485'933 CHF | 100.00% | 100.00% |
30.04.2024 | 0.51% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'016 CHF | 489'516 CHF | 99.23% | 99.23% |