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 | 0.52% | 96.12 % | 96.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'271 CHF | 483'771 CHF | 98.31% | 98.31% |
15.05.2024 | 0.54% | 93.06 % | 93.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'680 CHF | 466'180 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 91.68 % | 92.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'594 CHF | 459'094 CHF | 100.00% | 100.00% |
13.05.2024 | 0.54% | 93.09 % | 93.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'194 CHF | 465'694 CHF | 100.00% | 100.00% |
10.05.2024 | 0.54% | 92.11 % | 92.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'806 CHF | 464'306 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 90.85 % | 91.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'298 CHF | 456'798 CHF | 100.00% | 100.00% |
07.05.2024 | 0.55% | 90.69 % | 91.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'682 CHF | 453'182 CHF | 100.00% | 100.00% |
06.05.2024 | 0.56% | 89.67 % | 90.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'196 CHF | 449'696 CHF | 100.00% | 100.00% |
03.05.2024 | 0.56% | 88.92 % | 89.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'907 CHF | 444'407 CHF | 99.98% | 99.98% |
02.05.2024 | 0.56% | 87.70 % | 88.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'134 CHF | 449'634 CHF | 100.00% | 100.00% |