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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.50% | 100.02 % | 100.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'460 CHF | 501'960 CHF | 100.00% | 100.00% |
16.05.2024 | 0.50% | 99.34 % | 99.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'009 CHF | 497'509 CHF | 98.31% | 98.31% |
15.05.2024 | 0.51% | 97.31 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'582 CHF | 489'082 CHF | 100.00% | 100.00% |
14.05.2024 | 0.52% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 499'991 | 484'079 CHF | 486'571 CHF | 100.00% | 100.00% |
13.05.2024 | 0.51% | 97.49 % | 97.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'294 CHF | 490'794 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'640 CHF | 491'140 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'845 CHF | 485'345 CHF | 100.00% | 100.00% |
07.05.2024 | 0.52% | 96.19 % | 96.69 % | 500'000 | 500'000 | 500'000 | 499'978 | 481'819 CHF | 484'298 CHF | 78.56% | 78.56% |
06.05.2024 | 0.52% | 95.74 % | 96.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'810 CHF | 480'310 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 94.43 % | 94.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'343 CHF | 476'843 CHF | 99.98% | 99.98% |