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 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'585 CHF | 494'585 CHF | 99.72% | 99.72% |
15.05.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'206 CHF | 493'206 CHF | 99.43% | 99.43% |
14.05.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'254 CHF | 489'254 CHF | 98.95% | 98.95% |
13.05.2024 | 0.82% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'877 CHF | 491'877 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'193 CHF | 485'193 CHF | 99.84% | 99.84% |
08.05.2024 | 0.83% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'761 CHF | 481'761 CHF | 98.03% | 98.03% |
07.05.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'648 CHF | 483'648 CHF | 99.45% | 99.45% |
06.05.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'910 CHF | 483'910 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'145 CHF | 480'145 CHF | 100.00% | 100.00% |
02.05.2024 | 0.83% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'653 CHF | 483'653 CHF | 100.00% | 100.00% |