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 | 0.30% | 98.30 % | 98.60 % | 500'000 | 500'000 | 499'736 | 499'736 | 492'218 CHF | 493'718 CHF | 99.61% | 99.61% |
15.05.2024 | 0.30% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'058 CHF | 492'558 CHF | 99.43% | 99.43% |
14.05.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'490 CHF | 484'990 CHF | 98.95% | 98.95% |
13.05.2024 | 0.31% | 97.60 % | 97.90 % | 500'000 | 500'000 | 500'000 | 499'897 | 488'291 CHF | 489'691 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 96.00 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'789 CHF | 480'289 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 95.50 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'609 CHF | 480'109 CHF | 98.15% | 98.15% |
07.05.2024 | 0.31% | 96.70 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'226 CHF | 486'726 CHF | 97.95% | 97.95% |
06.05.2024 | 0.31% | 97.00 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'653 CHF | 485'153 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 97.10 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'998 CHF | 487'498 CHF | 99.99% | 99.99% |
02.05.2024 | 0.31% | 97.60 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'525 CHF | 490'025 CHF | 100.00% | 100.00% |