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% | 100.87 % | 101.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'191 CHF | 507'691 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 100.11 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'328 CHF | 501'828 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 99.36 % | 99.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'845 CHF | 498'345 CHF | 99.95% | 99.95% |
13.05.2024 | 0.50% | 99.53 % | 100.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'284 CHF | 500'784 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.09 % | 100.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'836 CHF | 503'336 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.62 % | 100.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'261 CHF | 500'761 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 99.34 % | 99.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'795 CHF | 497'295 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 98.34 % | 98.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'914 CHF | 492'414 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 97.24 % | 97.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'899 CHF | 488'399 CHF | 100.00% | 100.00% |
02.05.2024 | 0.52% | 96.33 % | 96.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'458 CHF | 484'958 CHF | 100.00% | 100.00% |