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% | 101.43 % | 101.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'968 CHF | 508'468 CHF | 99.99% | 99.99% |
15.05.2024 | 0.49% | 101.19 % | 101.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'435 CHF | 506'935 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 101.02 % | 101.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'673 CHF | 507'173 CHF | 99.97% | 99.97% |
13.05.2024 | 0.50% | 100.47 % | 100.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'051 CHF | 505'551 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 100.26 % | 100.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'578 CHF | 504'078 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.73 % | 100.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'552 CHF | 500'052 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 99.67 % | 100.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'177 CHF | 500'677 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'872 CHF | 500'372 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.26 % | 99.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'706 CHF | 500'206 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 98.48 % | 98.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'760 CHF | 495'260 CHF | 100.00% | 100.00% |