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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.51% | 98.79 % | 99.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'772 CHF | 494'272 CHF | 97.56% | 97.56% |
14.05.2024 | 0.50% | 99.16 % | 99.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'360 CHF | 498'860 CHF | 99.56% | 99.56% |
13.05.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'288 CHF | 491'788 CHF | 87.03% | 87.03% |
10.05.2024 | 0.51% | 97.38 % | 97.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'626 CHF | 492'126 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 96.86 % | 97.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'484 CHF | 485'984 CHF | 100.00% | 100.00% |
07.05.2024 | 0.52% | 95.67 % | 96.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'175 CHF | 479'675 CHF | 100.00% | 100.00% |
06.05.2024 | 0.52% | 95.36 % | 95.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'462 CHF | 481'962 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 96.12 % | 96.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'309 CHF | 488'809 CHF | 100.00% | 100.00% |
02.05.2024 | 0.53% | 93.27 % | 93.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'519 CHF | 469'019 CHF | 100.00% | 100.00% |
30.04.2024 | 0.53% | 93.21 % | 93.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'833 CHF | 476'333 CHF | 100.00% | 100.00% |