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 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'930 CHF | 506'430 CHF | 99.50% | 99.50% |
15.05.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'430 CHF | 507'930 CHF | 99.43% | 99.43% |
14.05.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'788 CHF | 507'288 CHF | 98.89% | 98.89% |
13.05.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'789 CHF | 507'289 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'426 CHF | 505'926 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'776 CHF | 503'276 CHF | 98.15% | 98.15% |
07.05.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'562 CHF | 501'062 CHF | 99.53% | 99.53% |
06.05.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'972 CHF | 499'472 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'033 CHF | 498'533 CHF | 99.99% | 99.99% |
02.05.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'241 CHF | 499'741 CHF | 100.00% | 100.00% |