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 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'318 CHF | 508'818 CHF | 99.50% | 99.50% |
15.05.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'692 CHF | 509'192 CHF | 99.42% | 99.42% |
14.05.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'348 CHF | 506'848 CHF | 98.89% | 98.89% |
13.05.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'967 CHF | 506'467 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'140 CHF | 502'640 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'772 CHF | 496'272 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 98.10 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'434 CHF | 490'934 CHF | 99.54% | 99.54% |
06.05.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'839 CHF | 491'339 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 97.50 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'409 CHF | 490'909 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'707 CHF | 489'207 CHF | 99.99% | 99.99% |