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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'973 CHF | 500'473 CHF | 98.57% | 98.57% |
21.05.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'398 CHF | 498'898 CHF | 99.27% | 99.27% |
17.05.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 499'978 | 494'060 CHF | 496'537 CHF | 99.37% | 99.37% |
16.05.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'212 CHF | 498'712 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'327 CHF | 500'827 CHF | 98.97% | 98.97% |
14.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'954 CHF | 500'454 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'956 CHF | 500'456 CHF | 98.83% | 98.83% |
10.05.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'833 CHF | 498'333 CHF | 99.22% | 99.22% |
08.05.2024 | 0.51% | 97.85 % | 98.35 % | 500'000 | 500'000 | 500'000 | 499'945 | 488'381 CHF | 490'827 CHF | 99.05% | 99.05% |
07.05.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'868 CHF | 496'368 CHF | 97.35% | 97.35% |