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 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'178 CHF | 507'678 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'094 CHF | 502'594 CHF | 98.94% | 98.94% |
13.05.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'601 CHF | 499'101 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'806 CHF | 497'306 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'464 CHF | 496'964 CHF | 98.00% | 98.00% |
07.05.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'839 CHF | 497'339 CHF | 99.45% | 99.45% |
06.05.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'943 CHF | 495'443 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'153 CHF | 494'653 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 98.20 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'884 CHF | 494'384 CHF | 100.00% | 100.00% |
30.04.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'531 CHF | 494'031 CHF | 99.23% | 99.23% |