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 | 0.51% | 96.90 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'958 CHF | 487'458 CHF | 99.51% | 99.51% |
15.05.2024 | 0.52% | 97.20 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'790 CHF | 486'290 CHF | 99.44% | 99.44% |
14.05.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'064 CHF | 486'564 CHF | 98.89% | 98.89% |
13.05.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'440 CHF | 484'940 CHF | 21.60% | 100.00% |
10.05.2024 | - | 95.40 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.05.2024 | - | 94.20 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.15% |
07.05.2024 | - | 92.00 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.48% |
06.05.2024 | - | 91.20 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03.05.2024 | - | 91.70 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
02.05.2024 | - | 92.00 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |