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% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'313 CHF | 506'813 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'641 CHF | 506'141 CHF | 98.35% | 98.35% |
14.05.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'577 CHF | 504'077 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'554 CHF | 505'054 CHF | 98.95% | 98.95% |
10.05.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 505'500 CHF | 99.37% | 99.37% |
08.05.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'802 CHF | 502'302 CHF | 99.37% | 99.37% |
07.05.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'157 CHF | 500'657 CHF | 94.78% | 94.78% |
06.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'377 CHF | 499'877 CHF | 99.37% | 99.37% |
03.05.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'917 CHF | 497'417 CHF | 99.37% | 99.37% |
02.05.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'815 CHF | 495'315 CHF | 99.37% | 99.37% |