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% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'600 CHF | 499'100 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'085 CHF | 497'585 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'410 CHF | 495'910 CHF | 99.38% | 99.38% |
13.05.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'906 CHF | 494'406 CHF | 98.83% | 98.83% |
10.05.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'823 CHF | 494'323 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'751 CHF | 493'251 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'408 CHF | 490'908 CHF | 97.35% | 97.35% |
06.05.2024 | 0.51% | 97.40 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'237 CHF | 489'737 CHF | 99.38% | 99.38% |
03.05.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'245 CHF | 488'745 CHF | 99.37% | 99.37% |
02.05.2024 | 0.51% | 97.55 % | 98.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'227 CHF | 490'727 CHF | 99.34% | 99.34% |