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% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'061 CHF | 499'561 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'648 CHF | 497'148 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'511 CHF | 495'011 CHF | 99.37% | 99.37% |
13.05.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'632 CHF | 493'132 CHF | 98.83% | 98.83% |
10.05.2024 | 0.51% | 97.80 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'502 CHF | 493'002 CHF | 99.37% | 99.37% |
08.05.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'928 CHF | 491'428 CHF | 99.38% | 99.38% |
07.05.2024 | 0.51% | 97.45 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'649 CHF | 488'149 CHF | 97.39% | 97.39% |
06.05.2024 | 0.52% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'108 CHF | 486'608 CHF | 99.38% | 99.38% |
03.05.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'854 CHF | 485'354 CHF | 99.37% | 99.37% |
02.05.2024 | 0.51% | 97.10 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'156 CHF | 488'656 CHF | 99.34% | 99.34% |