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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'509 CHF | 501'509 CHF | 100.00% | 100.00% |
16.05.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'068 CHF | 499'068 CHF | 99.74% | 99.74% |
15.05.2024 | 0.80% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'126 CHF | 499'126 CHF | 99.43% | 99.43% |
14.05.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'191 CHF | 495'191 CHF | 98.96% | 98.96% |
13.05.2024 | 0.81% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'334 CHF | 497'334 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'905 CHF | 488'905 CHF | 99.84% | 99.84% |
08.05.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'147 CHF | 486'147 CHF | 98.26% | 98.26% |
07.05.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'294 CHF | 490'294 CHF | 99.44% | 99.44% |
06.05.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'810 CHF | 489'810 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'218 CHF | 489'218 CHF | 99.99% | 99.99% |