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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.30% | 104.90 % | 105.10 % | 500'000 | 500'000 | 502'941 | 500'000 | 527'786 CHF | 526'269 CHF | 99.42% | 99.42% |
22.05.2024 | 0.48% | 104.44 % | 104.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'907 CHF | 521'407 CHF | 97.23% | 97.23% |
21.05.2024 | 0.49% | 101.93 % | 102.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'992 CHF | 511'492 CHF | 100.00% | 100.00% |
17.05.2024 | 0.49% | 102.06 % | 102.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'744 CHF | 512'244 CHF | 100.00% | 100.00% |
16.05.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'969 CHF | 513'469 CHF | 98.98% | 98.98% |
15.05.2024 | 0.49% | 101.54 % | 102.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'115 CHF | 506'615 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 100.67 % | 101.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'259 CHF | 504'759 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 99.46 % | 99.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'119 CHF | 500'619 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.33 % | 100.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'120 CHF | 501'620 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 98.76 % | 99.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'203 CHF | 498'703 CHF | 100.00% | 100.00% |