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 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'557 CHF | 499'107 CHF | 99.62% | 99.62% |
15.05.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'694 CHF | 498'244 CHF | 99.44% | 99.44% |
14.05.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'916 CHF | 496'466 CHF | 98.95% | 98.95% |
13.05.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'204 CHF | 494'754 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'390 CHF | 494'940 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'211 CHF | 493'761 CHF | 98.26% | 98.26% |
07.05.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'141 CHF | 491'687 CHF | 99.45% | 99.45% |
06.05.2024 | 0.32% | 97.30 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'476 CHF | 489'026 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 97.20 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'881 CHF | 487'423 CHF | 100.00% | 100.00% |
02.05.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'678 CHF | 491'225 CHF | 100.00% | 100.00% |