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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'337 CHF | 500'837 CHF | 99.28% | 99.28% |
17.05.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'801 CHF | 499'301 CHF | 99.21% | 99.21% |
16.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'118 CHF | 500'618 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'365 CHF | 500'865 CHF | 99.37% | 99.37% |
14.05.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'723 CHF | 499'223 CHF | 99.38% | 99.38% |
13.05.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'966 CHF | 498'466 CHF | 98.64% | 98.64% |
10.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'826 CHF | 500'326 CHF | 99.36% | 99.36% |
08.05.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'935 CHF | 497'435 CHF | 99.37% | 99.37% |
07.05.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'842 CHF | 498'342 CHF | 99.37% | 99.37% |
06.05.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'941 CHF | 497'441 CHF | 99.37% | 99.37% |