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 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'595 CHF | 502'095 CHF | 99.73% | 99.73% |
15.05.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'611 CHF | 501'111 CHF | 99.43% | 99.43% |
14.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'901 CHF | 501'401 CHF | 98.93% | 98.93% |
13.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'146 CHF | 501'646 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'495 CHF | 500'995 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'109 CHF | 498'609 CHF | 98.26% | 98.26% |
07.05.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'749 CHF | 495'249 CHF | 99.47% | 99.47% |
06.05.2024 | 0.50% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'289 CHF | 496'789 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'724 CHF | 496'224 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'429 CHF | 494'929 CHF | 100.00% | 100.00% |