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 | 0.50% | 100.31 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'947 CHF | 504'447 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'448 CHF | 503'948 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 99.59 % | 100.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'912 CHF | 500'412 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 99.53 % | 100.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'131 CHF | 500'631 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.59 % | 100.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'314 CHF | 500'814 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.37 % | 99.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'628 CHF | 500'128 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 99.66 % | 100.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'827 CHF | 500'327 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 98.61 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'854 CHF | 495'354 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 98.28 % | 98.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'887 CHF | 493'387 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'514 CHF | 492'014 CHF | 100.00% | 100.00% |