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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'825 CHF | 499'325 CHF | 99.38% | 99.38% |
28.05.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'097 CHF | 497'597 CHF | 99.38% | 99.38% |
27.05.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'361 CHF | 497'861 CHF | 99.37% | 99.37% |
24.05.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'350 CHF | 497'850 CHF | 99.35% | 99.35% |
23.05.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'707 CHF | 500'207 CHF | 99.36% | 99.36% |
22.05.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'028 CHF | 500'528 CHF | 98.56% | 98.56% |
21.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'377 CHF | 500'877 CHF | 99.27% | 99.27% |
17.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'375 CHF | 499'875 CHF | 99.37% | 99.37% |
16.05.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'825 CHF | 501'325 CHF | 99.38% | 99.38% |
15.05.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'221 CHF | 498'721 CHF | 99.38% | 99.38% |