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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 443'502 | 443'502 | 440'943 CHF | 444'491 CHF | 100.00% | 100.00% |
13.06.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'826 CHF | 501'826 CHF | 99.27% | 99.27% |
12.06.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'403 CHF | 505'403 CHF | 100.00% | 100.00% |
11.06.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'552 CHF | 502'552 CHF | 100.00% | 100.00% |
10.06.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'918 CHF | 501'918 CHF | 100.00% | 100.00% |
07.06.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'689 CHF | 504'689 CHF | 100.00% | 100.00% |
05.06.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'495 CHF | 504'495 CHF | 99.80% | 99.80% |
04.06.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'393 CHF | 504'393 CHF | 100.00% | 100.00% |
03.06.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'582 CHF | 505'582 CHF | 100.00% | 100.00% |
31.05.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'754 CHF | 504'754 CHF | 99.94% | 99.94% |